Autor segons l'article: Bariviera, Aurelio F; Zunino, Luciano; Rosso, Osvaldo A
Departament: Gestió d'Empreses
Autor/s de la URV: Fernández Bariviera, Aurelio
Paraules clau: Time series analysis Information theory Econophysics Cryptocurrencies Complexity-entropy causality plane
Resum: This paper discusses the dynamics of intraday prices of 12 cryptocurrencies during the past months' boom and bust. The importance of this study lies in the extended coverage of the cryptoworld, accounting for more than 90% of the total daily turnover. By using the complexity-entropy causality plane, we could discriminate three different dynamics in the data set. Whereas most of the cryptocurrencies follow a similar pattern, there are two currencies (ETC and ETH) that exhibit a more persistent stochastic dynamics, and two other currencies (DASH and XEM) whose behavior is closer to a random walk. Consequently, similar financial assets, using blockchain technology, are differentiated by market participants.
Àrees temàtiques: Statistical and nonlinear physics Physics, mathematical Physics and astronomy (miscellaneous) Physics and astronomy (all) Medicine (miscellaneous) Medicina veterinaria Medicina ii Mathematics, applied Mathematical physics Matemática / probabilidade e estatística Interdisciplinar Geociências General physics and astronomy Engenharias iv Engenharias iii Engenharias ii Engenharias i Ciências ambientais Ciência da computação Astronomia / física Applied mathematics
Adreça de correu electrònic de l'autor: aurelio.fernandez@urv.cat
Identificador de l'autor: 0000-0003-1014-1010
Data d'alta del registre: 2025-03-08
Versió de l'article dipositat: info:eu-repo/semantics/acceptedVersion
URL Document de llicència: https://repositori.urv.cat/ca/proteccio-de-dades/
Referència a l'article segons font original: Chaos. 28 (7): 75511-
Referència de l'ítem segons les normes APA: Bariviera, Aurelio F; Zunino, Luciano; Rosso, Osvaldo A (2018). An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers. Chaos, 28(7), 75511- . DOI: 10.1063/1.5027153
Entitat: Universitat Rovira i Virgili
Any de publicació de la revista: 2018
Tipus de publicació: Journal Publications
Repositori URV