Technical trading and cryptocurrencies
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Publication:829142
DOI10.1007/S10479-019-03357-1zbMATH Open1465.62174OpenAlexW2970972678WikidataQ127306588 ScholiaQ127306588MaRDI QIDQ829142FDOQ829142
Andrew Urquhart, Robert Hudson
Publication date: 5 May 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-019-03357-1
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Cites Work
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- The control of the false discovery rate in multiple testing under dependency.
- The Stationary Bootstrap
- A Reality Check for Data Snooping
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- Portfolio management with cryptocurrencies: the role of estimation risk
- Optimal vs naïve diversification in cryptocurrencies
- Price clustering in bitcoin
- Model-based pairs trading in the bitcoin markets
Cited In (9)
- Optimal bitcoin trading with inverse futures
- Financial modelling, risk management of energy instruments and the role of cryptocurrencies
- Forecasting high-frequency stock returns: a comparison of alternative methods
- On stablecoin price processes and arbitrage
- Betting on bitcoin: a profitable trading between directional and shielding strategies
- Price predictability at ultra-high frequency: entropy-based randomness test
- Herding and feedback trading in cryptocurrency markets
- A financial trading system with optimized indicator setting, trading rule definition, and signal aggregation through particle swarm optimization
- How is price explosivity triggered in the cryptocurrency markets?
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