Asymmetric relationship between price and volatility is a prominent feature of the financial
market time series. This paper explores the price–volatility nexus in cryptocurrency markets …

The beetle antennae search (BAS) algorithm is a single-solution metaheuristic optimizer that
imitates the foraging behavior of beetles. Due to its easy implementation and fast …

The following sections are a start on organizing references on stable distributions by topic. It
is far from complete. Starting on page 23 there is an extensive list of papers, most on stable …

The purpose of our paper is to analyze the main factors which influence fiscal balance's
evolution and thereby identify solutions for configuring a sustainable fiscal policy. We have …

This paper evaluates and assesses the risk associated with capital allocation in
cryptocurrencies (CCs). In this regard, we take a basket of 27 CCs and the CC index EWCI …

In this paper, we examine the bidimensional time-constant autoregressive model of order 1
with α α-stable noise. We focus on the case of the triangular coefficients matrix for which one …

A bootstrap-based hypothesis test of the goodness-of-fit for the marginal distribution of a
time series is presented. Two metrics, the empirical survival Jensen–Shannon divergence …

In the wake of rapid technological advancements and the digitization of society over recent
decades, new inquiries have emerged in the field of economics, necessitating novel …

Stable distribution is one of the attractive models that well describes fat-tail behaviors and
scaling phenomena in various scientific fields. The approach based upon the method of …

In this study, we investigated the statistical and multifractal properties of time series data of
sub-minute price fluctuations of cryptocurrencies. We found that the probability density …