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Aurelio F. Bariviera, PhD (ORCID: 0000-0003-1014-1010)
Aurelio F. Bariviera, PhD (ORCID: 0000-0003-1014-1010)
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Title
Cited by
Cited by
Year
The inefficiency of Bitcoin revisited: a dynamic approach
AF Bariviera
Economics Letters 161, 1-4, 2017
6822017
Some stylized facts of the Bitcoin market
AF Bariviera, MJ Basgall, W Hasperué, M Naiouf
Physica A: Statistical Mechanics and its Applications 484, 82-90, 2017
5532017
A bibliometric analysis of Bitcoin scientific production
I Merediz-Solà, AF Bariviera
Research in International Business and Finance 50, 294-305, 2019
1912019
An analysis of cryptocurrencies conditional cross correlations
N Aslanidis, AF Bariviera, O Martinez
Finance Research Letters 31, 130-137, 2019
1522019
On the efficiency of sovereign bond markets
L Zunino, AF Bariviera, MB Guercio, LB Martinez, OA Rosso
Physica A: Statistical Mechanics and its Applications 391 (18), 4342-4349, 2012
1222012
Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis
AF Bariviera, I Merediz‐Solà
Journal of Economic Surveys 35 (2), 377-407, 2021
952021
An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
AF Bariviera, L Zunino, OA Rosso
Chaos: An Interdisciplinary Journal of Nonlinear Science 28 (7), 2018
802018
Are cryptocurrencies becoming more interconnected?
N Aslanidis, AF Bariviera, A Perez-Laborda
Economics Letters 199, 109725, 2021
532021
A comparative analysis of the informational efficiency of the fixed income market in seven European countries
AF Bariviera, MB Guercio, LB Martinez
Economics Letters 116 (3), 426-428, 2012
502012
The link between cryptocurrencies and Google Trends attention
N Aslanidis, AF Bariviera, ÓG López
Finance Research Letters, https://doi.org/10.1016/j.frl.2021.10265, 2022
462022
The influence of liquidity on informational efficiency: The case of the Thai Stock Market
AF Bariviera
Physica A: Statistical Mechanics and its Applications 390 (23-24), 4426-4432, 2011
462011
A permutation information theory tour through different interest rate maturities: the Libor case
AF Bariviera, MB Guercio, LB Martinez, OA Rosso
Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2015
422015
Revisiting Data Augmentation for Rotational Invariance in Convolutional Neural Networks
F Quiroga, F Ronchetti, L Lanzarini, AF Bariviera
International Conference on Modelling and Simulation in Management Sciences …, 2020
412020
Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent
MB Arouxet, AF Bariviera, VE Pastor, V Vampa
Physica A: Statistical Mechanics and its Applications 596, 127170, 2022
402022
Simplifying credit scoring rules using LVQ+ PSO
LC Lanzarini, AV Monte, AF Bariviera, PJ Santana
Kybernetes 46 (1), 8-16, 2017
372017
The (in) visible hand in the Libor market: an information theory approach
AF Bariviera, MB Guercio, LB Martinez, OA Rosso
Eur. Phys. J. B 88, https://doi.org/10.1140/epjb/e2015-60410, 2015
302015
One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles
AF Bariviera
Finance Research Letters 39, 101649, 2021
29*2021
A simple and fast representation space for classifying complex time series
L Zunino, F Olivares, AF Bariviera, OA Rosso
Physics Letters A 381 (11), 1021-1028, 2017
282017
Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
L Zunino, AF Bariviera, MB Guercio, LB Martinez, OA Rosso
Physica A: statistical mechanics and its applications 456, 1-9, 2016
272016
Informational efficiency in distressed markets: The case of European corporate bonds
AF Bariviera, MB Guercio, LB Martinez
The Economic and social review 45 (3), 349-369, 2014
272014
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