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Long-range correlations and asymmetry in the Bitcoin market · Study

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ArticleLong-range correlations and asymmetry in the Bitcoin market

Eduardo Rodríguez2017

Article2017

Long-range correlations and asymmetry in the Bitcoin market

Eduardo Rodríguez · Carlos Ibarra-Valdez

175 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin 2016The Inefficiency of Bitcoin 2016Corporate Governance and Blockchains 2016On the inefficiency of Bitcoin 2014Bitcoins as an investment or speculative vehicle? A first look 2017Some stylized facts of the Bitcoin market 2004Time-dependent Hurst exponent in financial time series 2017Price clustering in Bitcoin

Cited by

2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies 2018Bitcoin price–volume: A multifractal cross-correlation approach 2019Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market 2019Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis 2020Policy uncertainty and Bitcoin returns 2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China

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Details

Year2017

Typearticle

Published2017-11-20

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations175

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2017.11.025

openalex_workW2770945174

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2021Re-examining Bitcoin Volatility: A CAViaR-based Approach

2020Volatility persistence in cryptocurrency markets under structural breaks