Extreme tail network analysis of cryptocurrencies and trading strategies

Horses for courses: Mean-variance for asset allocation and 1/N for stock selection

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Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency

(2020) Saba Qureshi et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Asymmetric efficiency of cryptocurrencies during COVID19

(2020) Muhammad Abubakr Naeem et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Vector error correction models to measure connectedness of Bitcoin exchange markets

(2019) Paolo Giudici et al.   APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY

Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis

(2019) Werner Kristjanpoller et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

DCCA and DMCA correlations of cryptocurrency markets

(2019) Paulo Ferreira et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Influence functions of the Spearman and Kendall correlation measures

(2010) Christophe Croux et al.   Statistical Methods and Applications