A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis[J] EXPERT SYSTEMS WITH APPLICATIONS 2018(109) Kristjanpoller, Werner Minutolo, Marcel C.
Impact of COVID-19 effective reproductive rate on cryptocurrency[J] FINANCIAL INNOVATION 2022(8) Minutolo, Marcel C. Kristjanpoller, Werner Dheeriya, Prakash
ASYMMETRIC MULTIFRACTAL CROSS-CORRELATION DYNAMICS BETWEEN FIAT CURRENCIES AND CRYPTOCURRENCIES[J] FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY Fernandes, Leonardo H. S. Kristjanpoller, Werner Tabak, Benjamin Miranda
Framework based on multiplicative error and residual analysis to forecast bitcoin intraday-volatility[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2022(589) Tapia, Sebastian Kristjanpoller, Werner
Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2020(545) Kristjanpoller, Werner Bouri, Elie Takaishi, Tetsuya
Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies[J] PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2019(523) Kristjanpoller, Werner Bouri, Elie
