Concepedia

Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin

Zhongwen Tong, Zhanbo Chen, Chen Zhu

Finance research letters · 2022 · 31 citations · 13 references

DOI

Concepts

References

13

Geometry from a Time Series

Norman H. Packard, James P. Crutchfield, J. Doyne Farmer et al. · Physical Review Letters · 1980 · 3.9K citations

, , +15

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

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Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin

Jeremy Eng‐Tuck Cheah, John Fry · Economics Letters · 2015 · 1.4K citations · Full text

, , +13

Exploring the dynamic relationships between cryptocurrencies and other financial assets

Shaen Corbet, Andrew Meegan, Charles Larkin et al. · Economics Letters · 2018 · 1.3K citations · Full text

, , +10

The inefficiency of Bitcoin

Andrew Urquhart · Economics Letters · 2016 · 1.2K citations

, , +3