Finance research letters · 2018 · 93 citations · 35 references
Social SciencesEconomicsFinanceFinancial EconomicsForecastingMacroeconomicsAllocative EfficiencyFutures MarketsMarket EfficiencyMonetary PolicyFutures Thinking
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On a measure of lack of fit in time series models
Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations
A test for independence based on the correlation dimension
W. A. Broock, J. A. Scheinkman, W. Davis Dechert et al. · Econometric Reviews · 1996 · 3.5K citations
Bitcoin, gold and the dollar – A GARCH volatility analysis
Anne Haubo Dyhrberg · Finance research letters · 2015 · 1.5K citations
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
Elie Bouri, Péter Molnár, Georges Azzi et al. · Finance research letters · 2016 · 1.4K citations
Business, Cybersecurity, Finance +10
Andrew Urquhart · Economics Letters · 2016 · 1.2K citations