Related references
Note: Only part of the references are listed.The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies
Ahmet Sensoy
FINANCE RESEARCH LETTERS (2019)
An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
Aurelio F. Bariviera et al.
CHAOS (2018)
Can cryptocurrencies be a safe haven: a tail risk perspective analysis
Wenjun Feng et al.
APPLIED ECONOMICS (2018)
CRIX an Index for cryptocurrencies
Simon Trimborn et al.
JOURNAL OF EMPIRICAL FINANCE (2018)
Value-at-risk and related measures for the Bitcoin
Stavros Stavroyiannis
JOURNAL OF RISK FINANCE (2018)
Some stylized facts of the cryptocurrency market
Wei Zhang et al.
APPLIED ECONOMICS (2018)
Information Entropy and Measures of Market Risk
Daniel Traian Pele et al.
ENTROPY (2017)
GARCH Modelling of Cryptocurrencies
Jeffrey Chu et al.
JOURNAL OF RISK AND FINANCIAL MANAGEMENT (2017)
A STATISTICAL RISK ASSESSMENT OF BITCOIN AND ITS EXTREME TAIL BEHAVIOR
Joerg Osterrieder et al.
ANNALS OF FINANCIAL ECONOMICS (2017)
An entropy-based early warning indicator for systemic risk
Monica Billio et al.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2016)
Permutation-information-theory approach to unveil delay dynamics from time-series analysis
L. Zunino et al.
PHYSICAL REVIEW E (2010)
The informational efficiency and the financial crashes
Wiston Adrian Risso
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE (2008)
An econophysics approach to analyse uncertainty in financial markets: an application to the Portuguese stock market
A Dionisio et al.
EUROPEAN PHYSICAL JOURNAL B (2006)
A review of symbolic analysis of experimental data
CS Daw et al.
REVIEW OF SCIENTIFIC INSTRUMENTS (2003)
Permutation entropy: A natural complexity measure for time series
C Bandt et al.
PHYSICAL REVIEW LETTERS (2002)