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Cites work
- A Reality Check for Data Snooping
- scientific article; zbMATH DE number 720689 (Why is no real title available?)
- Model-based pairs trading in the bitcoin markets
- Optimal vs naïve diversification in cryptocurrencies
- Portfolio management with cryptocurrencies: the role of estimation risk
- Price clustering in bitcoin
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- The control of the false discovery rate in multiple testing under dependency.
- The Stationary Bootstrap
Cited in
(13)- Betting on bitcoin: a profitable trading between directional and shielding strategies
- How is price explosivity triggered in the cryptocurrency markets?
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies
- Forecasting high-frequency stock returns: a comparison of alternative methods
- Herding and feedback trading in cryptocurrency markets
- Optimal bitcoin trading with inverse futures
- On stablecoin price processes and arbitrage
- Cryptocurrency liquidity during extreme price movements: is there a problem with virtual money?
- Identification of technical analysis patterns with smoothing splines for bitcoin prices
- A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
- Price predictability at ultra-high frequency: entropy-based randomness test
- Momentum trading in cryptocurrencies: short-term returns and diversification benefits
- Prediction of cryptocurrency returns using machine learning
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