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ArticleCollective behavior of cryptocurrency price changes

Darko Stošić2018

OA

Articlebronze2018

Collective behavior of cryptocurrency price changes

Darko Stošić · Dušan Stošić · Teresa B. Ludermir · Tatijana Stošić

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

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Complex Systems and Time Series Analysis Complex Network Analysis Techniques Statistical Mechanics and Entropy

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References

2012The Econometrics of Financial Markets 1982Modern Portfolio Theory and Investment Analysis.2000An Introduction to Econophysics: Correlations and Complexity in Finance 1999Hierarchical structure in financial markets 1995Scaling behaviour in the dynamics of an economic index 1999Noise Dressing of Financial Correlation Matrices 1999Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series 2002Random matrix approach to cross correlations in financial data

Cited by

2020Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 2019Signatures of the Crypto-Currency Market Decoupling from the Forex 2022Applying Artificial Intelligence in Cryptocurrency Markets: A Survey 2020Does herding behavior exist in cryptocurrency market?2020Principal component analysis based construction and evaluation of cryptocurrency index 2024Cryptocurrency co-investment network: token returns reflect investment patterns

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Year2018

Typearticle

Published2018-05-26

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations113

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2018.05.050

openalex_workW2803119959

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