Relevant stylized facts about bitcoin: Fluctuations, first return probability, and natural phenomena

Investigating Causal Relations by Econometric Models and Cross-spectral Methods

Clive W. J. Granger · Econometrica · 1969 · 22.9K citations

Social Sciences, Economics, Causal Inference +8

Bitcoin: A Peer-to-Peer Electronic Cash System

Dr Craig S Wright · SSRN Electronic Journal · 2008 · 14.3K citations · Full text

Computing, Computer Science, Computer Systems +15

The Variation of Certain Speculative Prices

Benoît B. Mandelbrot · The Journal of Business · 1963 · 4.7K citations

Engineering, Economics, Finance +11

Empirical properties of asset returns: stylized facts and statistical issues

Rama Cont · Quantitative Finance · 2001 · 3.2K citations

Business, Economics, Finance +16

Aggregation, Variance and the Mean

L. R. Taylor · Nature · 1961 · 2.5K citations

Natural Sciences, Mathematics, Probability Theory +9