Anticipating Cryptocurrency Prices Using Machine Learning论文
Complexity2018引用: 226
An application of extreme value theory to cryptocurrencies论文
Economics Letters2018引用: 253
Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh – A Python package)论文
Neurocomputing2018引用: 1.2K
Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach论文
The Quarterly Review of Economics and Finance2018引用: 251
When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin论文
Finance research letters2018引用: 251
Persistence in the cryptocurrency market论文
Research in International Business and Finance2018引用: 294
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation论文
Finance research letters2018引用: 684
Cryptocurrencies as financial bubbles: The case of Bitcoin论文
Finance research letters2018引用: 224
Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?论文
International Review of Financial Analysis2018引用: 424
Herding in the cryptocurrency market: CSSD and CSAD approaches论文
Finance research letters2018引用: 220
Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets论文
Finance research letters2018引用: 275
Return and volatility spillovers among cryptocurrencies论文
Economics Letters2018引用: 318
The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test论文
Finance research letters2018引用: 223
How investible is Bitcoin? Analyzing the liquidity and transaction costs of Bitcoin markets论文
Economics Letters2018引用: 233
Adaptive market hypothesis and evolving predictability of bitcoin论文
Economics Letters2018引用: 261
What can explain the price, volatility and trading volume of Bitcoin?论文
Finance research letters2018引用: 290
Semi-strong efficiency of Bitcoin论文
Finance research letters2018引用: 262
Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis论文
Journal of risk and financial management2018引用: 267
Co-explosivity in the cryptocurrency market论文
Finance research letters2018引用: 363
Nonlinear Dynamics and Chaos论文
2018引用: 2.1K