Results 161 to 170 of about 1,792 (206)

Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market. [PDF]

Entropy (Basel)
Drożdż S, Jarosz P, Kwapień J, Skupień M, Wątorek M.   +4 more
europepmc   +1 more source

Transfer-Entropy- and Hawkes-Process-Driven Dynamic Measurement of Cross-Border Financial Risk Contagion in Directed, Weighted Networks. [PDF]

Entropy (Basel)
An L, Dai J.
europepmc   +1 more source

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]

Front Appl Math Stat
Subramoney SD, Chinhamu K, Chifurira R.
europepmc   +1 more source

Stock and cryptocurrency trading and problem gambling behavior during early phases of the COVID-19 pandemic: a narrative literature review. [PDF]

Front Psychol
Lyn NLW, Yeo HY, Startup CC, Koh JMY, Tran-Chi VL, Ho CSH, Chee TT.   +6 more
europepmc   +1 more source

Suicide Risk and Resilience in Stock Market Investors and Traders: Clinical and Medico-Legal Considerations. [PDF]

Behav Sci (Basel)
Sher L.
europepmc   +1 more source

An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]

Sci Rep
Ragab M.
europepmc   +1 more source

Arbitrage in cryptocurrency markets

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Volatility in the Cryptocurrency Market

Open Economies Review, 2019
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Liu, Jinan, Serletis, Apostolos
openaire   +1 more source

Volatility discovery in cryptocurrency markets

The Journal of Risk Finance, 2020
PurposeCryptocurrency markets are notoriously noisy, but not all markets might behave in the exact same way. Therefore, the aim of this paper is to investigate which one of the cryptocurrency markets contributes the most to the common volatility component inherent in the market.Design/methodology/approachThe paper extracts each of the cryptocurrency's ...
Thomas Dimpfl, Dalia Elshiaty
openaire   +1 more source