In recent years a new type of tradable assets appeared, generically known as
cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper …

This international bestseller, which foreshadowed a market crash, explains why it could
happen again if we don't act now. Fractal geometry is the mathematics of roughness: how to …

Publisher Summary This chapter describes statistical aspects of a line of recent work in
finance that is associated with nonlinearity, long term dependence, fat tails, chaos theory …

This paper provides an exhaustive review of the literature on the characterization of financial
time series. A stylized fact is a term in economics used to refer to empirical findings that are …

A lot of recent work has addressed the issue of the presence of long memory components in
stock prices because of the controversial implications of such a finding for market efficiency …

Recent empirical studies suggest that long horizon stock returns are forecastable. While this
phenomenon is usually attributed to time varying expected returns, or speculative fads, it …

This paper examines the degree of market efficiency of the French Stock Market and tries to
check both the efficient market hypothesis (EMH) and the adaptative market hypothesis …

The efficient market hypothesis (EMH) has been the central proposition of finance since the
early 1970s and is one of the most well-studied hypotheses in all the social sciences, yet …

The recent emergence and use growth of cryptocurrencies based on Blockchain technology
increased interest in the study of its economic dynamics and financial characteristics. Bitcoin …

We analyze the price return distributions of currency exchange rates, cryptocurrencies, and
contracts for differences (CFDs) representing stock indices, stock shares, and commodities …