244 citations
- University of ChileCL17 papers
- Consejo Nacional de Investigaciones Científicas y TécnicasAR6 papers
- Universidade Federal de AlagoasBR5 papers
- Université Libre de BruxellesBE5 papers
- University of California San DiegoUS5 papers
- University of FloridaUS5 papers
- Harvard UniversityUS4 papers
- Pontificia Universidad Católica de ValparaísoCL4 papers
- Advanced Mining Technology CenterCL3 papers
- Center for Astrophysics Harvard & SmithsonianUS3 papers
- Centre National de la Recherche ScientifiqueFR3 papers
- Chemnitz University of TechnologyDE3 papers
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q-fin.ST2018★ 84 cited
An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
Aurelio F. Bariviera, Luciano Zunino, Osvaldo A. Rosso
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the…
q-fin.ST2017★ 24 cited
Quantifying instabilities in Financial Markets
Bruna Amin Gonçalves, Laura Carpi, Osvaldo A. Rosso +2
Financial global crisis has devastating impacts to economies since early XX century and continues to impose increasing collateral damages for governments, enterprises, and society…
q-fin.ST2016★ 9 cited
Libor at crossroads: stochastic switching detection using information theory quantifiers
Aurelio F. Bariviera, M. Belen Guercio, Lisana B. Martinez +1
This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel techni…