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aurelio's pictureaurelio's Profile | Submissions (9) | Comments (2) | Blogs (0)
Some stylized facts of the Bitcoin market

Aurelio F. Bariviera, M.J. Basgall, W. Hasperué, M. Naiouf

posted by aurelio's pictureaurelio, 28 January 2018

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Spurious Seasonality Detection: A Non-Parametric Test Proposal

Aurelio F. Bariviera, Angelo Plastino, George Judge

posted by aurelio's pictureaurelio, 28 January 2018

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XIX SIGEF CONGRESS [URL]

2017-06-07 - 2017-06-09

New Rochelle, New York, USA

posted by aurelio's pictureaurelio, 10 December 2016

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Libor at crossroads: stochastic switching detection using information theory quantifiers

Aurelio F. Bariviera, M. Belén Guercio, Lisana B. Martinez, Osvaldo A. Rosso

posted by aurelio's pictureaurelio, 05 May 2016

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Efficiency and credit ratings: a permutation-information-theory analysis

Aurelio F. Bariviera, Luciano Zunino, M. Belen Guercio, Lisana B. Martinez, Osvaldo A. Rosso

posted by aurelio's pictureaurelio, 08 September 2015

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A permutation Information Theory tour through different interest rate maturities: the Libor case

Aurelio F. Bariviera, M. Belen Guercio, Lisana B. Martinez, Osvaldo A. Rosso

posted by aurelio's pictureaurelio, 07 September 2015

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LIBOR troubles: anomalous movements detection based on Maximum Entropy

Aurelio F. Bariviera, M.T. Martin, A. Plastino, V. Vampa

posted by aurelio's pictureaurelio, 19 August 2015

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The (in)visible hand in the Libor market: an Information Theory approach

Aurelio F. Bariviera, M. Belen Guercio, Lisana B. Martinez, Osvaldo A. Rosso

posted by aurelio's pictureaurelio, 19 August 2015

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