An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers

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,...

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Detalles Bibliográficos
Autores principales:	Fernández Bariviera, Aurelio, Zunino, Luciano José, Rosso, Osvaldo Aníbal
Formato:	Articulo
Lenguaje:	Inglés
Publicado:	2018
Materias:	Física Cryptocurrencies Blockchain technology High-frequency data Complexity-entropy causality plane Informational efficiency
Acceso en línea:	http://sedici.unlp.edu.ar/handle/10915/97950 https://ri.conicet.gov.ar/11336/89539 https://aip.scitation.org/doi/10.1063/1.5027153
Aporte de:	SEDICI (UNLP) de Universidad Nacional de La Plata

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