Title:Chaos, randomness and multi-fractality in Bitcoin market Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2018Citation:
- Chaos, solitons & fractals, 2018, Vol. 106, pp. 28-34
Type:ArticleAbstract:Since its inception, the digital currency market is considerably growing, especially in the most recent years. The main purpose of this paper is to investigate, assess and detect chaos, randomness, and multi-scale temporal ...
Title:The informational dynamics of meanvariance relationships in fertilizer markets : an entropic investigation Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.Date:2018Citation:
- Entropy, 2018, Vol. 20, No. 9, (677)
Type:ArticleAbstract:The riskreturn trade-off is a fundamental relationship that has received a large amount of attention in financial and economic analysis. Indeed, it has important implications for understanding linear dynamics in price ...
Title:Long-range memory, distributional variation and randomness of bitcoin volatility Author(s):LAHMIRI, Salim; BEKIROS, Stelios D.; SALVI, AntonioDate:2018Citation:
- Chaos solitons & fractals, 2018, Vol. 107, pp. 43-48
Type:ArticleAbstract:We investigate the nonlinear patterns of volatility in seven Bitcoin markets. In particular, we explore the fractional long-range dependence in conjunction with the potential inherent stochasticity of volatility time series ...