EDP Sciences logo
Web of Conferences logo
Search
Menu
All issues Volume 166 (2020) E3S Web Conf., 166 (2020) 13030 References
Open Access
Issue
E3S Web Conf.
Volume 166, 2020
The International Conference on Sustainable Futures: Environmental, Technological, Social and Economic Matters (ICSF 2020)
Article Number 13030
Number of page(s) 6
Section Sustainable Economy
DOI https://doi.org/10.1051/e3sconf/202016613030
Published online 22 April 2020
  1. A. Berentsen, F. Schar, A Short Introduction to the World of Cryptocurrencies. Review 100(1), 1–16 (2018). doi: 10.20955/r.2018.1-16 [CrossRef] [Google Scholar]
  2. N. Antonakakis, I. Chatziantoniou, D. Gabauerac, Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. Journal of International Financial Markets, Institutions and Money 61, 37–51 (2019). doi:10.1016/j.intfin.2019.02.003 [CrossRef] [Google Scholar]
  3. M. Omane-Adjepong, P. Alagidede, N. Kwame Akosah, Wavelet time-scale persistence analysis of cryptocurrency market returns and volatility. Physica A: Statistical Mechanics and its Applications 514 (2019). doi:10.1016/j.physa.2018.09.013 [Google Scholar]
  4. P. Chaim, M.P. Laurini, Nonlinear dependence in cryptocurrency markets. The North American Journal of Economics and Finance 48, 32–47 (2019). doi:10.1016/j.najef.2019.01.015 [CrossRef] [Google Scholar]
  5. P. Gatabazi, J. C. Mba, E. Pindza, Modeling cryptocurrencies transaction counts using variableorder Fractional Grey Lotka-Volterra dynamical system. Chaos, Solitons & Fractals 127, 283–290 (2019). doi:10.1016/j.chaos.2019.07.003 [CrossRef] [Google Scholar]
  6. L. Catania, S. Grassi, F. Ravazzolo, Forecasting cryptocurrencies under model and parameter instability. International Journal of Forecasting 35(2), 485–501 (2019). doi:10.1016/j.ijforecast.2018.09.005 [Google Scholar]
  7. A. Phillip, J. Chan, S. Peiris, On generalized bivariate Student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin. Econometrics and Statistics (2018). doi:10.1016/j.ecosta.2018.10.003 [Google Scholar]
  8. G.M. Caporale, T. Zekokh, Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. Research in International Business and Finance 48, 143–155 (2019). doi:10.1016/j.ribaf.2018.12.009 [CrossRef] [Google Scholar]
  9. R. Adcock, N. Gradojevic, Non-fundamental, nonparametric Bitcoin forecasting. Physica A: Statistical Mechanics and its Applications 531 (2019). doi:10.1016/j.physa.2019.121727 [CrossRef] [Google Scholar]
  10. A. Altana, S. Karasua, S. Bekiros, Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques. Chaos, Solitons & Fractals 126, 325–336 (2019). doi:10.1016/j.chaos.2019.07.011 [CrossRef] [Google Scholar]
  11. Q. Chenga, X. Liub, X. Zhub, Cryptocurrency momentum effect: DFA and MF-DFA analysis. Physica A: Statistical Mechanics and its Applications. 526 (2019). doi:10.1016/j.physa.2019.04.083 [Google Scholar]
  12. A. Danil`chuk, V. Solov`ev, Ispol`zovanie princzipa neopredelennosti Gejzenberga dlya modelirovaniya krizisny`kh yavlenij na ry`nke kriptovalyut. E`konomicheskie i finansovy`e mekhanizmy` innovaczionnogo razvitiya czifrovoj e`konomiki (Use of the Heisenberg uncertainty principle to model crisis phenomena in the cryptocurrency market). (Institut biznesa BGU, Minsk, 2019), pp. 172–177 [Google Scholar]
  13. B.B. Mandelbrot, Robustness of the rescaled range R/S un the measurement dependence. Water Resources Research 5(5), 967–988 (1969) [Google Scholar]
  14. H.E. Hurst, Long-Term Storage Capacity of Reservoirs. Transactions of the American Society of Civil Engineers 116(1), 770–799 (1951) [Google Scholar]
  15. J.P. Eckmann, S. Kamphorst, D. Ruelle, Recurrence plots of dynamical systems. Europhys Lett. 4(9), 973–977 (1987) [Google Scholar]
  16. V.M. Soloviov, V.D. Derbentsev, O.A. Serdiuk, O. D. Sharapov, Synerhetychni ta ekonofizychni metody doslidzhennia dynamichnykh ta strukturnykh kharakterystyk ekonomichnykh system (Synergetic and econophysical methods for the study of dynamic and structural characteristics of economic systems). (Brama–Ukraina, Cherkasy, 2010) [Google Scholar]
  17. H. Poincaré, Sur le problème des trois corps et les équations de la dynamique. Acta Mathematica 13, 1–270 (1890) [Google Scholar]
  18. Yahoo Finance. (2019), https://finance.yahoo.com. Accessed 30 Oct 2019 [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.