TY  - JOUR 
AU  - Pietrych, Lukasz
AU  - Sandubete, Julio E
AU  - Escot, Lorenzo
PY  - 2021
UR  - http://hdl.handle.net/20.500.12020/1243
AB  - In this paper we test for nonlinearity and chaos in some cryptocurrencies returns and volatility. Financial markets are characterized by the so-called chaos model-data paradox , that is, it is relatively easy to design theoretical dynamic financial...
LA  - en
PB  - ELSEVIER
TI  - Solving the chaos model-data paradox in the cryptocurrency market
DO  - https://doi.org/10.1016/j.cnsns.2021.105901
T2  - Communications in Nonlinear Science and Numerical Simulation
M2  - 1
KW  - Chaos model-data paradox
KW  - Nonlinearity tests
KW  - Lyapunov exponents
KW  - Direct and Jacobian indirect methods
KW  - Cryptocurrency time series
VL  - 102
ER  -