21 citations
- Centro Brasileiro de Pesquisas FísicasBR3 papers
- Santa Fe InstituteUS3 papers
- Czech Technical University in PragueCZ2 papers
- Medical University of ViennaAT2 papers
- Ege UniversityTR1 paper
- Freie Universität BerlinDE1 paper
- Prague University of Economics and BusinessCZ1 paper
- Queen Mary University of LondonGB1 paper
- Universidade Federal da BahiaBR1 paper
- Universidad Politécnica de MadridES1 paper
Showing q-fin.STShow all
2 papers · 1 filter
q-fin.ST2019★ 109 cited
Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market
Higor Y. D. Sigaki, Matjaz Perc, Haroldo V. Ribeiro
The efficient market hypothesis has far-reaching implications for financial trading and market stability. Whether or not cryptocurrencies are informationally efficient has therefor…
q-fin.ST2017★ 20 cited
Transitions between superstatistical regimes: validity, breakdown and applications
Petr Jizba, Jan Korbel, Hynek Lavička +3
Superstatistics is a widely employed tool of non-equilibrium statistical physics which plays an important role in analysis of hierarchical complex dynamical systems. Yet, its "cano…