Aurelio F. Bariviera : Citation Profile


Are you Aurelio F. Bariviera?

Universitat Rovira I Virgili Tarragona

7

H index

4

i10 index

173

Citations

RESEARCH PRODUCTION:

21

Articles

19

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 13
   Journals where Aurelio F. Bariviera has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 24 (12.18 %)

EXPERT IN:

   Information and Market Efficiency; Event Studies; Insider Trading
   Financial Econometrics
   Econometric and Statistical Methods: Special Topics

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe210
   Updated: 2020-08-01    RAS profile: 2020-07-21    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Aurelio F. Bariviera.

Is cited by:

GUPTA, RANGAN (9)

Charfeddine, Lanouar (9)

Tiwari, Aviral (7)

Caporale, Guglielmo Maria (6)

Shen, Dehua (5)

Raheem, Ibrahim (5)

Plastun, Alex (5)

Gil-Alana, Luis (5)

lucey, brian (4)

Corbet, Shaen (4)

Ferreira, Paulo (4)

Cites to:

Tabak, Benjamin (36)

Bouri, Elie (21)

Cajueiro, Daniel (18)

Roubaud, David (12)

GUPTA, RANGAN (11)

Barkoulas, John (10)

Krištoufek, Ladislav (10)

Molnár, Peter (10)

Baum, Christopher (10)

Fama, Eugene (9)

lucey, brian (9)

Main data


Where Aurelio F. Bariviera has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
Fuzzy Economic Review4
The European Physical Journal B: Condensed Matter and Complex Systems2
Economics Letters2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org19

Recent works citing Aurelio F. Bariviera (2020 and 2019)


YearTitle of citing document
2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

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2018CryptoRuble: From Russia with Love. (2018). Liew, Jim Kyung-Soo ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1801.05760.

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2018Blockchain: Data Malls, Coin Economies and Keyless Payments. (2018). Russo, Ronald P ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:1802.07422.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko ; Beguvsi, Stjepan. In: Papers. RePEc:arx:papers:1803.08405.

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2018Cryptocurrencies, Mainstream Asset Classes and Risk Factors - A Study of Connectedness. (2018). Milunovich, George. In: Papers. RePEc:arx:papers:1809.03072.

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2019Chaos and Order in the Bitcoin Market. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1809.08403.

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2019Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market. (2019). Ribeiro, Haroldo V ; Perc, Matjaz. In: Papers. RePEc:arx:papers:1901.04967.

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2019Rough volatility of Bitcoin. (2019). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1904.12346.

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2019Signatures of crypto-currency market decoupling from the Forex. (2019). Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Zd, Stanislaw Dro. In: Papers. RePEc:arx:papers:1906.07834.

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2019Order patterns, their variation and change points in financial time series and Brownian motion. (2019). Bandt, Christoph. In: Papers. RePEc:arx:papers:1910.09978.

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2020An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies. (2020). Muvunza, Taurai. In: Papers. RePEc:arx:papers:2002.09881.

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2020An extensive study of stylized facts displayed by Bitcoin returns. (2020). Brigatti, E ; Bertella, M A ; Silva, J N ; F. N. M. de Sousa Filho, . In: Papers. RePEc:arx:papers:2004.05870.

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2019Time-Varying Price Discovery in Sovereign Credit Markets. (2019). Guidolin, Massimo ; Tosi, Alessandra ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19120.

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2017Persistence in the Cryptocurrency Market. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6811.

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2020Cross-Country Co-Movement between Bitcoin Exchanges: A Cultural Analysis. (2020). Kang, Woo-Young ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8076.

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2018The Hidden Predictive Power of Cryptocurrencies: Evidence from US Stock Market. (2018). Isah, Kazeem ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0056.

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2018Analysing the distribution properties of Bitcoin returns. (2018). Tiwari, Aviral ; Salisu, Afees ; Raheem, Ibrahim D. In: Working Papers. RePEc:cui:wpaper:0058.

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2017Persistence in the Cryptocurrency Market. (2017). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1703.

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2017Voltage fault diagnosis and prognosis of battery systems based on entropy and Z-score for electric vehicles. (2017). Wang, Zhenpo ; Zhang, Lei ; Liu, Peng ; Hong, Jichao. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:289-302.

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2019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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2019High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Kang, Sanghoon ; Aslan, Aylin ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

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2020Predictability in sovereign bond returns using technical trading rules: Do developed and emerging markets differ?. (2020). Fong, Tom ; Wu, Shui Tang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300932.

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2017Volatility estimation for Bitcoin: A comparison of GARCH models. (2017). Katsiampa, Paraskevi. In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:3-6.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018What causes the attention of Bitcoin?. (2018). Urquhart, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:40-44.

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2018Taylor effect in Bitcoin time series. (2018). Takaishi, Tetsuya ; Adachi, Takanori. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:5-7.

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2019Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Nicoleta-Claudia, MOLDOVAN ; Tao, Ran ; Khan, Khalid ; Su, Chi-Wei. In: Energy. RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

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2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:105-116.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019The effects of markets, uncertainty and search intensity on bitcoin returns. (2019). Stengos, Thanasis ; Panagiotidis, Theodore ; Vravosinos, Orestis. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:220-242.

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2018Time-varying long-term memory in Bitcoin market. (2018). Jiang, Yonghong ; Ruan, Weihua ; Nie, HE. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:280-284.

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2018Datestamping the Bitcoin and Ethereum bubbles. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian. In: Finance Research Letters. RePEc:eee:finlet:v:26:y:2018:i:c:p:81-88.

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2019Structural breaks and double long memory of cryptocurrency prices: A comparative analysis from Bitcoin and Ethereum. (2019). Kang, Sanghoon ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:222-230.

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2019Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372.

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2019Bitcoin returns and risk: A general GARCH and GAS analysis. (2019). Troster, Victor ; Tiwari, Aviral ; Shahbaz, Muhammad ; Macedo, Demian Nicolas. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:187-193.

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2019Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter N ; Muller, Janis ; Kochling, Gerrit. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370.

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2019From financial markets to Bitcoin markets: A fresh look at the contagion effect. (2019). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:p:93-97.

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2019Bitcoin price–volume: A multifractal cross-correlation approach. (2019). Roubaud, David ; Bouri, Elie ; el Alaoui, Marwane . In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306251.

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2020On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105.

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2020Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume. (2020). Pattanayak, J K ; Khuntia, Sashikanta. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305488.

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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2019Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market. (2019). Tiwari, Aviral Kumar ; Boako, Gideon ; Roubaud, David. In: International Economics. RePEc:eee:inteco:v:158:y:2019:i:c:p:77-90.

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2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting. (2019). Walther, Thomas ; Bouri, Elie ; Klein, Tony. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119302446.

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2017Characterization of electric load with Information Theory quantifiers. (2017). , Andre ; Rosso, Osvaldo A ; Viana, Leonardo P ; Frery, Alejandro C ; Ramos, Heitor S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:277-284.

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2018Credit market Jitters in the course of the financial crisis: A permutation entropy approach in measuring informational efficiency in financial assets. (2018). Siokis, Fotios M. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:499:y:2018:i:c:p:266-275.

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2018AR(p)-based detrended fluctuation analysis. (2018). Alvarez-Ramirez, J ; Rodriguez, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:502:y:2018:i:c:p:49-57.

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2018On Bitcoin markets (in)efficiency and its evolution. (2018). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:257-262.

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2018Nonextensive triplets in cryptocurrency exchanges. (2018). Stosic, Darko ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:1069-1074.

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2018Geodetic convex boundary curvatures of the communities in stock market networks. (2018). Akguller, Omer ; Balci, Mehmet Ali. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:569-581.

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2018Time-varying efficiency of developed and emerging bond markets: Evidence from long-spans of historical data. (2018). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:632-647.

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2018Fuzzy entropy complexity and multifractal behavior of statistical physics financial dynamics. (2018). Wang, Yiduan ; Zhang, Wei ; Zheng, Shenzhou. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:486-498.

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2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

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2018Quantifying the cross-correlations between online searches and Bitcoin market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:657-672.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Begui, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjar, Zvonko. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:400-406.

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2018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609.

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2018The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:658-670.

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2018Multiscale fluctuations and complexity synchronization of Bitcoin in China and US markets. (2018). Fang, Wen ; Wang, Jun ; Tian, Shaolin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:109-120.

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2018Multifractal analysis of Bitcoin market. (2018). da Silva, Antonio Carlos ; de Almeida, Eduardo Fonseca ; Maganini, Natalia Diniz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:954-967.

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2019Stylised facts for high frequency cryptocurrency data. (2019). Zhang, Yuanyuan ; Nadarajah, Saralees ; Chu, Jeffrey ; Chan, Stephen. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:598-612.

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2019Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). Akosah, Nana ; Alagidede, Paul ; Omane-Adjepong, Maurice. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:105-120.

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2019Bitcoin and investor sentiment: Statistical characteristics and predictability. (2019). Eom, Cheoljun ; Pichl, Lukas ; Kang, Sang Hoon ; Kaizoji, Taisei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:511-521.

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2019The stylized facts of prediction markets: Analysis of price changes. (2019). Restocchi, Valerio ; Gerding, Enrico ; McGroarty, Frank. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:515:y:2019:i:c:p:159-170.

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2019A maximum entropy network reconstruction of macroeconomic models. (2019). Hazan, Aurelien. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:1-17.

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2019Multifractal behavior of price and volume changes in the cryptocurrency market. (2019). Stosic, Tatijana ; Ludermir, Teresa B. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:54-61.

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2019The high frequency multifractal properties of Bitcoin. (2019). Lahmiri, Salim ; Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Uddin, Gazi Salah. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:62-71.

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2019Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies. (2019). Bouri, Elie ; Kristjanpoller, Werner . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1057-1071.

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2019Momentum and contrarian effects on the cryptocurrency market. (2019). Sakowski, Pawe ; Kosc, Krzysztof ; Lepaczuk, Robert. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:691-701.

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2019Complexity analysis of Brazilian agriculture and energy market. (2019). Stosic, Tatijana ; Rodriguez, Juan C ; Albarracin, Eva Susana. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:933-941.

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2019Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach. (2019). Kliber, Agata ; Świerczyńska, Katarzyna ; Wierczyska, Katarzyna ; Musiakowska, Ida ; Marszaek, Pawe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:246-257.

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2019Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis. (2019). Anandarao, S ; Kumar, Anoop S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:448-458.

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2019Spillover effects of Great Recession on Hong-Kong’s Real Estate Market: An analysis based on Causality Plane and Tsallis Curves of Complexity–Entropy. (2019). Siokis, Fotios M ; Argyroudis, George S. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:576-586.

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2019Chaos and order in the bitcoin market. (2019). Solna, Knut ; Garnier, Josselin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:708-721.

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2019A deterministic behaviour for realistic price dynamics. (2019). Morvan, Remi ; Mathieu, Philippe. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:33-49.

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2019Exploring disorder and complexity in the cryptocurrency space. (2019). Ludermir, Teresa B ; Stosic, Dusan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:548-556.

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2019Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model. (2019). Tiwari, Aviral ; Kang, Sanghoon ; Raheem, Ibrahim Dolapo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313159.

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2019Exponentially decayed double power-law distribution of Bitcoin trade sizes. (2019). Zhou, Wei-Xing ; Gu, Gao-Feng ; Cai, Qing ; Li, Mu-Yao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931369x.

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2019Is the Bitcoin price dynamics economically reasonable? Evidence from fundamental laws. (2019). Krištoufek, Ladislav ; Kristoufek, Ladislav. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119304856.

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2019The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market. (2019). Raheem, Ibrahim D ; Isah, Kazeem O. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119305813.

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2020Visibility graph analysis of Bitcoin price series. (2020). Liu, Keshi ; Yang, Huijie ; Gu, Changgui ; Weng, Tongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119316723.

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2020Portfolio theory, information theory and Tsallis statistics. (2020). Silva, Lourival M ; Floquet, Sergio. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318370.

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2020DCCA and DMCA correlations of cryptocurrency markets. (2020). Krištoufek, Ladislav ; Ferreira, Paulo ; de Area, Eder Johnson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119321168.

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2020Medium-term cycles in the dynamics of the Dow Jones Index for the period 1985–2019. (2020). Rodriguez, E ; Alvarez-Ramirez, J ; Ibarra-Valdez, C. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:546:y:2020:i:c:s037843711932223x.

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2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin. (2019). Wu, Yan Wendy ; Chan, Wing ; Le, Minh. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:71:y:2019:i:c:p:107-113.

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2018Persistence in the cryptocurrency market. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:141-148.

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2019Informational inefficiency of Bitcoin: A study based on high-frequency data. (2019). Zargar, Faisal Nazir ; Kumar, Dilip. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:344-353.

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2019The Ukrainian crisis, economic sanctions, oil shock and commodity currency: Analysis based on EMD approach. (2019). Korotina, Olesya ; Popov, Victor ; Dolgonosov, Maxim ; Korolkova, Inna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:156-168.

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2019Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206.

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2019News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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2019Are cryptocurrencies contagious to Asian financial markets?. (2019). Hazrati, Shinta Amalina ; Soepriyanto, Gatot ; Handika, Rangga. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:416-429.

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2020The decade-long cryptocurrencies and the blockchain rollercoaster: Mapping the intellectual structure and charting future directions. (2020). Klarin, Anton. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919300558.

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2018A High-Frequency Analysis of Bitcoin Markets. (2018). Theissen, Erik ; Mestel, Roland ; Riordan, Ryan ; Brauneis, Alexander. In: Working Paper Series, Social and Economic Sciences. RePEc:grz:wpsses:2018-06.

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2017The Entropic Linkage between Equity and Bond Market Dynamics. (2017). Parker, Edgar. In: MPRA Paper. RePEc:pra:mprapa:80036.

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2018How Persistent and Dependent are Pricing of Bitcoin to other Cryptocurrencies Before and After 2017/18 Crash?. (2018). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:91253.

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2017Time-Varying Efficiency of Developed and Emerging Bond Markets: Evidence from Long-Spans of Historical Data. (2017). GUPTA, RANGAN ; Charfeddine, Lanouar ; Aye, Goodness C ; ben Khediri, Karim. In: Working Papers. RePEc:pre:wpaper:201771.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2019Altcoin-Bitcoin Arbitrage. (2019). Kakushadze, Zura ; Yu, Willie. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:6:y:2019:i:1:p:87-110.

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2018МЕТОДИЧЕСКИЕ ПОДХОДЫ К ПРОГНОЗИРОВАНИЮ ДИНАМИКИ КУРСА КРИПТОВАЛЮТ С ПРИМЕНЕНИЕМ ИНСТРУМЕНТОВ СТОХАСТИЧЕСК. (2018). Safiullin, M ; Л. Ельшин А., ; А. Абдукаева А., ; М. Сафиуллин Р., ; Elshin, L ; Abdukaeva, A. In: Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2018:i:4:p:38-51.

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2019The Inefficiency of Litecoin: A Dynamic Analysis. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jana, R K. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:17:y:2019:i:2:d:10.1007_s40953-018-0149-0.

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2018Some stylized facts of the cryptocurrency market. (2018). Shen, Dehua ; Li, Xiao ; Wang, Pengfei ; Zhang, Wei. In: Applied Economics. RePEc:taf:applec:v:50:y:2018:i:55:p:5950-5965.

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2018Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090.

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More than 100 citations found, this list is not complete...

Works by Aurelio F. Bariviera:


YearTitleTypeCited
2015Data manipulation detection via permutation information theory quantifiers In: Papers.
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2015Thermodynamics of firms growth In: Papers.
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2015LIBOR troubles: anomalous movements detection based on Maximum Entropy In: Papers.
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2016LIBOR troubles: Anomalous movements detection based on maximum entropy.(2016) In: Physica A: Statistical Mechanics and its Applications.
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2015The (in)visible hand in the Libor market: an Information Theory approach In: Papers.
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2015The (in)visible hand in the Libor market: an information theory approach.(2015) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has another version. Agregated cites: 5
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2015A permutation Information Theory tour through different interest rate maturities: the Libor case In: Papers.
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2015Efficiency and credit ratings: a permutation-information-theory analysis In: Papers.
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2016Libor at crossroads: stochastic switching detection using information theory quantifiers In: Papers.
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2016The impact of the financial crisis on the long-range memory of European corporate bond and stock markets In: Papers.
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2018The impact of the financial crisis on the long-range memory of European corporate bond and stock markets.(2018) In: Empirica.
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This paper has another version. Agregated cites: 2
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2017Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers In: Papers.
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2016CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS.(2016) In: Fuzzy Economic Review.
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This paper has another version. Agregated cites: 4
article
2017Simplifying credit scoring rules using LVQ+PSO In: Papers.
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2017Some stylized facts of the Bitcoin market In: Papers.
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2017Some stylized facts of the Bitcoin market.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 81
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2017The inefficiency of Bitcoin revisited: a dynamic approach In: Papers.
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2017The inefficiency of Bitcoin revisited: A dynamic approach.(2017) In: Economics Letters.
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This paper has another version. Agregated cites: 12
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2018Spurious seasonality detection: a non-parametric test proposal In: Papers.
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2018Spurious Seasonality Detection: A Non-Parametric Test Proposal.(2018) In: Econometrics.
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This paper has another version. Agregated cites: 0
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2018Stock returns forecast: an examination by means of Artificial Neural Networks In: Papers.
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2018An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers In: Papers.
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2019An analysis of cryptocurrencies conditional cross correlations In: Papers.
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2019An analysis of cryptocurrencies conditional cross correlations.(2019) In: Finance Research Letters.
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2019A bibliometric analysis of Bitcoin scientific production In: Papers.
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2019A bibliometric analysis of bitcoin scientific production.(2019) In: Research in International Business and Finance.
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2020One model is not enough: heterogeneity in cryptocurrencies multifractal profiles In: Papers.
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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis In: Papers.
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2019An information theory perspective on the informational efficiency of gold price In: The North American Journal of Economics and Finance.
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2012A comparative analysis of the informational efficiency of the fixed income market in seven European countries In: Economics Letters.
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article12
2011The influence of liquidity on informational efficiency: The case of the Thai Stock Market In: Physica A: Statistical Mechanics and its Applications.
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article5
2012On the efficiency of sovereign bond markets In: Physica A: Statistical Mechanics and its Applications.
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article18
2016Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy In: Physica A: Statistical Mechanics and its Applications.
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article9
2014Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds In: The Economic and Social Review.
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article8
2007IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT In: Fuzzy Economic Review.
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article0
2012VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS In: Fuzzy Economic Review.
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article0
2012ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING In: Fuzzy Economic Review.
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article0
2019SME Steeplechase: When Obtaining Money Is Harder Than Innovating In: International Journal of Financial Studies.
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2019Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador In: Risks.
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2013Revisiting the European sovereign bonds with a permutation-information-theory approach In: The European Physical Journal B: Condensed Matter and Complex Systems.
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