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A multifractal model of asset (in)variances
Grobys, Klaus - In: Journal of international financial markets, … 85 (2023), pp. 1-37
Persistent link: https://www.econbiz.de/10014433281
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When Bitcoin has the flu : on Bitcoin's performance to hedge equity risk in the early wake of the COVID-19 outbreak
Grobys, Klaus - In: Applied economics letters 28 (2021) 10, pp. 860-865
Persistent link: https://www.econbiz.de/10012589672
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When the blockchain does not block : on hackings and uncertainty in the cryptocurrency market
Grobys, Klaus - In: Quantitative finance 21 (2021) 8, pp. 1267-1279
Persistent link: https://www.econbiz.de/10012608645
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A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus - In: Research in international business and finance 66 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
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No reward-no effort : will Bitcoin collapse near to the year 2140?
Grobys, Klaus - In: Finance research letters 63 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531281
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On co-dependent power-law behavior across cryptocurrencies
Grobys, Klaus - In: Finance research letters 63 (2024), pp. 1-8
Persistent link: https://www.econbiz.de/10014531282
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Cryptocurrencies and momentum
Grobys, Klaus; Sapkota, Niranjan - In: Economics letters 180 (2019), pp. 6-10
Persistent link: https://www.econbiz.de/10012121731
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Technical trading rules in the cryptocurrency market
Grobys, Klaus; Ahmed, Shaker; Sapkota, Niranjan - In: Finance research letters 32 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012430797
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Profitability of technical trading rules among cryptocurrencies with privacy function
Ahmed, Shaker; Grobys, Klaus; Sapkota, Niranjan - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012439055
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Blockchain consensus protocols, energy consumption and cryptocurrency prices
Sapkota, Niranjan; Grobys, Klaus - In: The journal of energy markets 13 (2020) 4, pp. 117-139
Persistent link: https://www.econbiz.de/10012662328