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Price, Complexity, and Mathematical Model. (2023). Ding, Xue ; Fu, NA ; Geng, Liyan ; Ma, Junhai.
In: Mathematics.
RePEc:gam:jmathe:v:11:y:2023:i:13:p:2883-:d:1180658.

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    RePEc:eee:phsmap:v:525:y:2019:i:c:p:548-556.

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  26. Chaos 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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  27. Asymmetric 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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  28. Multifractal behavior of price and volume changes in the cryptocurrency market. (2019). Ludermir, Teresa B ; Stosic, Tatijana.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:520:y:2019:i:c:p:54-61.

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

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  30. Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. (2019). ALAGIDEDE, IMHOTEP ; Akosah, Nana ; 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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  31. Bitcoin 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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  32. Does the introduction of futures improve the efficiency of Bitcoin?. (2019). Posch, Peter ; Muller, Janis ; Kochling, Gerrit.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:30:y:2019:i:c:p:367-370.

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  33. Systematic risk in cryptocurrency market: Evidence from DCC-MGARCH model. (2019). Su, Thanh ; Nguyen, Canh ; Wongchoti, Udomsak ; Thanh, Su Dinh ; Thong, Nguyen Trung ; Canh, Nguyen Phuc.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:29:y:2019:i:c:p:90-100.

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  34. The adaptive market hypothesis in the high frequency cryptocurrency market. (2019). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:221-231.

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  35. Giver and the receiver: Understanding spillover effects and predictive power in cross-market Bitcoin prices. (2019). Parhi, Mamata ; Mishra, Tapas ; Maaitah, Ahmad ; Jayasekera, Ranadeva ; Gillaizeau, Marc ; Volokitina, Evgeniia.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:63:y:2019:i:c:p:86-104.

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  36. Cryptocurrencies 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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  37. Price delay and market frictions in cryptocurrency markets. (2019). Posch, Peter ; Muller, Janis ; Kochling, Gerrit.
    In: Economics Letters.
    RePEc:eee:ecolet:v:174:y:2019:i:c:p:39-41.

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  38. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal. (2019). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed ; Wanas, Idries Mohammad ; Hamdi, Atef.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:49:y:2019:i:c:p:104-120.

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  39. Nonlinear 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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  40. Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering. (2019). Bekiros, Stelios ; Lahmiri, Salim.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:127:y:2019:i:c:p:334-341.

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  41. Emergence of turbulent epochs in oil prices. (2019). Solna, Knut ; Garnier, Josselin.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:122:y:2019:i:c:p:281-292.

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  42. Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study. (2019). Takaishi, Tetsuya ; Adachi, Takanori.
    In: Papers.
    RePEc:arx:papers:1902.09253.

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

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  44. Emergence of Turbulent Epochs in Oil Prices. (2019). Solna, Knut ; Garnier, Josselin.
    In: Papers.
    RePEc:arx:papers:1808.09382.

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  45. A differential evolution copula-based approach for a multi-period cryptocurrency portfolio optimization. (2018). Mba, Jules Clement ; Koumba, UR ; Pindza, Edson.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:32:y:2018:i:4:d:10.1007_s11408-018-0320-9.

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

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

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

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

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

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