Econophysics of cryptocurrency crashes: a systematic review

AO Bielinskyi, OA Serdyuk - 2021 - elibrary.kdpu.edu.ua
Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain
technology to enable a secure transaction. Like other financial assets, they show signs of …

[PDF][PDF] Entropy Analysis of Crisis Phenomena for DJIA Index.

VN Soloviev, A Bielinskyi, V Solovieva - ICTERI Workshops, 2019 - researchgate.net
The Dow Jones Industrial Average (DJIA) index for the 125-year-old (since 1896) history has
experienced many crises of different nature and, reflecting the dynamics of the world stock …

Econophysics of cryptocurrency crashes: an overview

A Bielinskyi, O Serdyuk, SO Semerikov… - SHS Web of …, 2021 - lib.iitta.gov.ua
Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain
technology to enable a secure transaction. Like other financial assets, they show signs of …

Lempel-ziv complexity and crises of cryptocurrency market

V Soloviev, S Semerikov, V Solovieva - 2020 - ds.knu.edu.ua
The informational (Kolmogorov) measure of complexity in accordance with the Lempel-Ziv
algorithm (LZC) is calculated for the logarithmic returns of daily Bitcoin/$ values. The …

[PDF][PDF] ĐO LƯỜNG MỨC ĐỘ HIỆU QUẢ THÔNG TIN CỦA THỊ TRƯỜNG CHỨNG KHOÁN BẰNG SHANNON ENTROPY: NGHIÊN CỨU THỰC NGHIỆM Ở MỘT SỐ …

TTT Anh - scholar.dlu.edu.vn
TÓM TẮT Bài viết này sử dụng Shannon entropy để đánh giá mức độ hiệu quả trên thị
trường chứng khoán của sáu quốc gia ASEAN. Bài viết sử dụng giá đóng cửa chứng khoán …

Lempel-Ziv Complexity and Crises of Cryptocurrency Market

ВМ Соловйов, СО Семеріков, ВВ Соловйова - 2020 - elibrary.kdpu.edu.ua
The informational (Kolmogorov) measure of complexity in accordance with the Lempel-Ziv
algorithm (LZC) is calculated for the logarithmic returns of daily Bitcoin/$ values. The …

Entropy Analysis of Crisis Phenomena for DJIA Index

A Bielinskyi - 2019 - elibrary.kdpu.edu.ua
The Dow Jones Industrial Average (DJIA) index for the 125-year-old (since 1896) history has
experienced many crises of different nature and, reflecting the dynamics of the world stock …

[图书][B] Information efficiency between equity markets of commodity-driven countries

N Oberholzer - 2019 - search.proquest.com
Under the Efficient market hypothesis (EMH) for the equity market to be efficient it must
reflect all available information in the current equity price as well as the expectation related …