Cargando…
Network Analysis of Multivariate Transfer Entropy of Cryptocurrencies in Times of Turbulence
We investigate the effects of the recent financial turbulence of 2020 on the market of cryptocurrencies taking into account the hourly price and volume of transactions from December 2019 to April 2020. The data were subdivided into time frames and analyzed the directed network generated by the estim...
Autores principales: | García-Medina, Andrés, Hernández C., José B. |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2020
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7517310/ https://www.ncbi.nlm.nih.gov/pubmed/33286532 http://dx.doi.org/10.3390/e22070760 |
Ejemplares similares
-
Transfer entropy as a variable selection methodology of cryptocurrencies in the framework of a high dimensional predictive model
por: García-Medina, Andrés, et al.
Publicado: (2020) -
Shannon Entropy: An Econophysical Approach to Cryptocurrency Portfolios
por: Rodriguez-Rodriguez, Noé, et al.
Publicado: (2022) -
Blockchain Technology, Cryptocurrency: Entropy-Based Perspective
por: Liu, Feng, et al.
Publicado: (2022) -
Entropy and Turbulence Structure
por: Lee, T.-W., et al.
Publicado: (2021) -
LSTM–GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios
por: García-Medina, Andrés, et al.
Publicado: (2023)