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The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis
16 references·0 citing·35 second hop
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2017bibliometrix : An R-tool for comprehensive science mapping analysis16,195 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2014Bibliometric Methods in Management and Organization7,468 cited
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  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2003Modeling and Forecasting Realized Volatility3,887 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
  • 2014Visualizing Bibliometric Networks3,356 cited
  • 2011Science mapping software tools: Review, analysis, and cooperative study among tools3,274 cited
  • 2008A Simple Approximate Long-Memory Model of Realized Volatility2,526 cited
  • 2010A unified approach to mapping and clustering of bibliometric networks2,237 cited
  • 2002

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Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
2,224 cited
  • 2015Green supply chain management: A review and bibliometric analysis2,131 cited
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