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Details about Aurelio F. Bariviera

E-mail:
Homepage:http://www.aureliofernandez.net
Postal address:Av. Universitat, 1 43204 Reus SPAIN
Workplace:Departamento de Gestión de Empresas (Department of Business Management), Facultat de Ciències Econòmiques i Empresarials (Faculty of Economics and Business), Universitat Rovira I Virgili Tarragona (Rovira I Virgili University of Tarragon), (more information at EDIRC)

Access statistics for papers by Aurelio F. Bariviera.

Last updated 2020-02-08. Update your information in the RePEc Author Service.

Short-id: pfe210


Jump to Journal Articles

Working Papers

2019

  1. A bibliometric analysis of Bitcoin scientific production
    Papers, arXiv.org Downloads
    See also Journal Article in Research in International Business and Finance (2019)
  2. An analysis of cryptocurrencies conditional cross correlations
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article in Finance Research Letters (2019)

2018

  1. An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers
    Papers, arXiv.org Downloads View citations (10)
  2. Spurious seasonality detection: a non-parametric test proposal
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Econometrics (2018)
  3. Stock returns forecast: an examination by means of Artificial Neural Networks
    Papers, arXiv.org Downloads View citations (2)

2017

  1. Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article in Fuzzy Economic Review (2016)
  2. Simplifying credit scoring rules using LVQ+PSO
    Papers, arXiv.org Downloads
  3. Some stylized facts of the Bitcoin market
    Papers, arXiv.org Downloads View citations (71)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2017)
  4. The inefficiency of Bitcoin revisited: a dynamic approach
    Papers, arXiv.org Downloads
    See also Journal Article in Economics Letters (2017)

2016

  1. Libor at crossroads: stochastic switching detection using information theory quantifiers
    Papers, arXiv.org Downloads View citations (2)
  2. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Empirica (2018)

2015

  1. A permutation Information Theory tour through different interest rate maturities: the Libor case
    Papers, arXiv.org Downloads View citations (10)
  2. Data manipulation detection via permutation information theory quantifiers
    Papers, arXiv.org Downloads View citations (3)
  3. Efficiency and credit ratings: a permutation-information-theory analysis
    Papers, arXiv.org Downloads View citations (1)
  4. LIBOR troubles: anomalous movements detection based on Maximum Entropy
    Papers, arXiv.org Downloads
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)
  5. The (in)visible hand in the Libor market: an Information Theory approach
    Papers, arXiv.org Downloads View citations (11)
    See also Journal Article in The European Physical Journal B: Condensed Matter and Complex Systems (2015)
  6. Thermodynamics of firms' growth
    Papers, arXiv.org Downloads View citations (3)

Journal Articles

2019

  1. A bibliometric analysis of bitcoin scientific production
    Research in International Business and Finance, 2019, 50, (C), 294-305 Downloads
    See also Working Paper (2019)
  2. An analysis of cryptocurrencies conditional cross correlations
    Finance Research Letters, 2019, 31, (C), 130-137 Downloads View citations (4)
    See also Working Paper (2019)
  3. An information theory perspective on the informational efficiency of gold price
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads
  4. SME Steeplechase: When Obtaining Money Is Harder Than Innovating
    International Journal of Financial Studies, 2019, 7, (2), 1-14 Downloads
  5. Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador
    Risks, 2019, 8, (1), 1-14 Downloads

2018

  1. Spurious Seasonality Detection: A Non-Parametric Test Proposal
    Econometrics, 2018, 6, (1), 1-15 Downloads View citations (1)
    See also Working Paper (2018)
  2. The impact of the financial crisis on the long-range memory of European corporate bond and stock markets
    Empirica, 2018, 45, (1), 1-15 Downloads
    See also Working Paper (2016)

2017

  1. Some stylized facts of the Bitcoin market
    Physica A: Statistical Mechanics and its Applications, 2017, 484, (C), 82-90 Downloads View citations (67)
    See also Working Paper (2017)
  2. The inefficiency of Bitcoin revisited: A dynamic approach
    Economics Letters, 2017, 161, (C), 1-4 Downloads View citations (10)
    See also Working Paper (2017)

2016

  1. CRUDE OIL MARKET AND GEOPOLITICAL EVENTS: AN ANALYSIS BASED ON INFORMATION-THEORY-BASED QUANTIFIERS
    Fuzzy Economic Review, 2016, 21, (1), 41-51 View citations (1)
    See also Working Paper (2017)
  2. LIBOR troubles: Anomalous movements detection based on maximum entropy
    Physica A: Statistical Mechanics and its Applications, 2016, 449, (C), 401-407 Downloads
    See also Working Paper (2015)
  3. Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy
    Physica A: Statistical Mechanics and its Applications, 2016, 456, (C), 1-9 Downloads View citations (8)

2015

  1. The (in)visible hand in the Libor market: an information theory approach
    The European Physical Journal B: Condensed Matter and Complex Systems, 2015, 88, (8), 1-9 Downloads View citations (11)
    See also Working Paper (2015)

2014

  1. Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds
    The Economic and Social Review, 2014, 45, (3), 349-369 Downloads View citations (14)

2013

  1. Revisiting the European sovereign bonds with a permutation-information-theory approach
    The European Physical Journal B: Condensed Matter and Complex Systems, 2013, 86, (12), 1-10 Downloads View citations (5)

2012

  1. A comparative analysis of the informational efficiency of the fixed income market in seven European countries
    Economics Letters, 2012, 116, (3), 426-428 Downloads View citations (25)
  2. ADVANTAGES OF USING SELF-ORGANIZING MAPS TO ANALYSE STUDENT EVALUATIONS OF TEACHING
    Fuzzy Economic Review, 2012, XVII, (1), 53-71
  3. On the efficiency of sovereign bond markets
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (18), 4342-4349 Downloads View citations (26)
  4. VARIABLE POPULATION MOPSO APPLIED TO MEDICAL VISITS
    Fuzzy Economic Review, 2012, XVII, (1), 3-14

2011

  1. The influence of liquidity on informational efficiency: The case of the Thai Stock Market
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (23), 4426-4432 Downloads View citations (9)

2007

  1. IMMUNIZATION STRATEGY IN A FUZZY ENVIRONMENT
    Fuzzy Economic Review, 2007, XII, (2), 95-116
 
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