Long-range correlations and asymmetry in the Bitcoin market

By J. Álvarez-Ramírez, E. Rodriguez, C. Ibarra-Valdez. 2018

167 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/747785ad0cf34f4f8abe99438b47474afa8a49f2

How researchers see this paper

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In Economics and Econometrics

1. Shaen Corbet
2. Brian M. Lucey
3. L. Yarovaya
4. Andrew Urquhart
5. Pengfei Wang
6. Dehua Shen
7. Wei Zhang
8. Xiao Li

Citations in the corpus

• Some stylized facts of the cryptocurrency market (2018, background): “The first is to analyse the inefficiency of Bitcoin (Almudhaf 2018; Alvarez-Ramirez et al., 2018; Nadarajah and Chu 2017; Tiwari et al. 2018).”
• Cryptocurrencies as a financial asset: A systematic analysis (2019, background): “Alvarez-Ramirez et al. [2018] found that the market for Bitcoin presents asymmetric correlations with respect to increasing and decreasing price trending, with the former trend linked to anti-persistence of returns dynamics.”