Aurelio F. Bariviera

Rovira i Virgili University - Department of Business

Lecturer

Av. Universitat, 1

Reus, Tarragona 43204

Spain

http://www.aureliofernandez.net

SCHOLARLY PAPERS

25

DOWNLOADS
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SSRN RANKINGS

Top 45,985

in Total Papers Downloads

1,043

SSRN CITATIONS
Rank 8,143

SSRN RANKINGS

Top 8,143

in Total Papers Citations

53

CROSSREF CITATIONS

94

Ideas:
“  I'm working on cryptocurrencies, econophysics, complex systems, and nonlinear dynamics.  ”

Scholarly Papers (25)

1.

The Inefficiency of Bitcoin Revisited: A Dynamic Approach

Economics Letters, Vol. 161, p. 1-4, 2017
Number of pages: 10 Posted: 26 Sep 2017 Last Revised: 16 Oct 2017
Aurelio F. Bariviera
Rovira i Virgili University - Department of Business
Downloads 187 (180,172)
Citation 24

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Bitcoin, Long Range Dependence, Volatility, Hurst Exponent

2.

Some Stylized Facts of the Bitcoin Market

Physica A: Statistical Mechanics and Its Applications, Volume 484, Pages 82-90, Forthcoming
Number of pages: 17 Posted: 15 Aug 2017
Rovira i Virgili University - Department of Business, Universidad Nacional de La Plata, Universidad Nacional de La Plata and Universidad Nacional de La Plata
Downloads 87 (321,695)
Citation 16

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Bitcoin, Hurst, DFA, Bitcoin, Long Memory

3.

On the Efficiency of Sovereign Bond Markets

Physica A: Statistical Mechanics and Its Applications, Volume 391, Issue 18, pp. 4342-4349, 2012, DOI: 10.1016/j.physa.2012.04.009
Number of pages: 20 Posted: 13 Oct 2015
Centro de Investigaciones Opticas (CONICET La Plata - CIC), Rovira i Virgili University - Department of Business, Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 74 (354,029)

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sovereign bond market efficiency, complexity-entropy causality plane, permutation entropy, permutation statistical complexity, Bandt and Pompe method, ordinal time series analysis

4.

Crude Oil Market and Geopolitical Events: An Analysis Based on Information-Theory-Based Quantifiers

Fuzzy Economic Review, Vol. 21, No. 1, p. 41-51
Number of pages: 11 Posted: 14 Apr 2017
Aurelio F. Bariviera, Luciano Zunino and Osvaldo A. Rosso
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC) and Universidade Federal de Alagoas
Downloads 64 (382,478)

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Econophysics, permutation entropy, permutation statistical complexity, WTI, informational efficiency, geopolitical events

5.

The Influence of Liquidity on Informational Efficiency: The Case of the Thai Stock Market

BARIVIERA, A. F., 2011. “The Influence of Liquidity on Informational Efficiency: The Case of the Thai Stock Market”, Physica A: Statistical Mechanics and its Applications, Vol. 390, pp. 4426-4432.
Number of pages: 15 Posted: 12 Oct 2015
Aurelio F. Bariviera
Rovira i Virgili University - Department of Business
Downloads 60 (395,064)
Citation 1

Abstract:

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Long-range dependence, Thailand, Hurst’s exponent, Detrended Fluctuation Analysis

6.

Stock Returns Forecast: An Examination By Means of Artificial Neural Networks

Iglesias Caride M., Bariviera A.F., Lanzarini L. (2018) Stock Returns Forecast: An Examination By Means of Artificial Neural Networks. Studies in Systems, Decision and Control, vol 125. Springer, Cham
Number of pages: 12 Posted: 01 Feb 2018
Martín Iglesias Caride, Aurelio F. Bariviera and Laura Lanzarini
University of Buenos Aires (UBA), Rovira i Virgili University - Department of Business and Universidad Nacional de La Plata
Downloads 55 (412,123)

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artificial neural networks, efficient market hypothesis, return predictability

7.

An Analysis of High-Frequency Cryptocurrencies Prices Dynamics Using Permutation-Information-Theory Quantifiers

Chaos 28, 075511 (2018); DOI/10.1063/1.5027153
Number of pages: 17 Posted: 13 Aug 2018
Aurelio F. Bariviera, Luciano Zunino and Osvaldo A. Rosso
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC) and Universidade Federal de Alagoas
Downloads 54 (415,422)
Citation 3

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cryptocurrency; permutation entropy, permutation statistical complexity, complexity-entropy causality plane, informational efficiency

8.

The (In)Visible Hand in the Libor Market: An Information Theory Approach

Eur. Phys. J. B 88 (8) 208 (2015), DOI: 10.1140/epjb/e2015-60410-1
Number of pages: 19 Posted: 10 Oct 2015
Rovira i Virgili University - Department of Business, Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 51 (426,058)

Abstract:

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Econophysics, noise and chaos, Libor, entropy, complexity

9.

Where Do We Stand in Cryptocurrencies Economic Research? A Survey Based on Hybrid Analysis

Number of pages: 28 Posted: 06 Apr 2020
Aurelio F. Bariviera and Ignasi Merediz-Solà
Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 49 (433,490)
Citation 1

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Bitcoin, Bibliometrics, Web of Science

10.

Simplifying Credit Scoring Rules Using LVQ PSO

Kybernetes, Vol. 46 Iss 1 pp. 8 - 16
Number of pages: 10 Posted: 14 Apr 2017
Universidad Nacional de La Plata, Universidad Nacional de La Plata, Rovira i Virgili University - Department of Business and Universidad Central del Ecuador
Downloads 43 (457,234)

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credit scoring, classification rules, Learning Vector Quantization (LVQ), Particle Swarm Optimization (PSO)

11.

Spurious Seasonality Detection: A Non-Parametric Test Proposal

Econometrics 2018, 6, 3; DOI:10.3390/econometrics6010003
Number of pages: 15 Posted: 26 Jan 2018
Aurelio F. Bariviera, Angelo Plastino and George Judge
Rovira i Virgili University - Department of Business, Universidad Nacional de La Plata and University of California, Berkeley - Department of Agricultural & Resource Economics
Downloads 40 (469,948)

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daily seasonality, ordinal patterns, stock market, symbolic analysis

12.

Weekly Dynamic Conditional Correlations Among Cryptocurrencies and Traditional Assets

Number of pages: 16 Posted: 02 Apr 2020
Nektarios Aslanidis, Aurelio F. Bariviera and Christos S. Savva
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Cyprus University of Technology - Department of Commerce, Finance and Shipping
Downloads 34 (496,992)

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Day-of-the-Week Effect, Dynamic Conditional Correlation, Bit-Coin, Volatility Seasonality

13.

An Analysis of Cryptocurrencies Conditional Cross Correlations

Number of pages: 11 Posted: 12 Dec 2018 Last Revised: 28 Feb 2019
Nektarios Aslanidis, Aurelio F. Bariviera and Oscar Martinez
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Rovira i Virgili University
Downloads 33 (501,824)
Citation 5

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cryptocurrency, correlation, GARCH, Dynamic Conditional Correlation

14.

Efficiency and Credit Ratings: A Permutation-Information-Theory Analysis

Journal of Statistical Mechanics: Theory and Experiment, No. 8, 2013, DOI: 10.1088/1742-5468/2013/08/P08007
Number of pages: 23 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, Centro de Investigaciones Opticas (CONICET La Plata - CIC), Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 28 (528,058)
Citation 1

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Corporate bonds, oil and energy sectors, market efficiency, complexity-entropy causality plane, permutation entropy, permutation complexity

15.

A Permutation Information Theory Tour Through Different Interest Rate Maturities: The Libor Case

Phil. Trans. R. Soc. A 373, 2015, DOI: org/10.1098/rsta.2015.0119
Number of pages: 17 Posted: 13 Oct 2015
Rovira i Virgili University - Department of Business, Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 27 (533,736)

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financial crisis, Libor manipulation, interest rates, information theory, permutation entropy, Fisher information measure

16.

The Impact of the Financial Crisis on the Long-Range Memory of European Corporate Bond and Stock Markets

Emprica, Journal of Applied Economics and Economic Policy, 2016
Number of pages: 19 Posted: 23 May 2016
National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS), Independent, Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 26 (539,572)

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Hurst, DFA, corporate bond indices, stock indices, financial crisis

17.

A Comparative Analysis of the Informational Efficiency of the Fixed Income Market in Seven European Countries

Economics Letters, Vol. 116, No. 3, 2012
Number of pages: 4 Posted: 13 Oct 2015
Aurelio F. Bariviera, M. Belén Guercio and Lisana B. Martinez
Rovira i Virgili University - Department of Business, Independent and National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS)
Downloads 24 (551,864)
Citation 2

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Financial crisis, Long range dependence, Corporate bonds, Sovereign bonds

18.

Libor at Crossroads: Stochastic Switching Detection Using Information Theory Quantifiers

Chaos, Solitons & Fractals, 2016
Number of pages: 20 Posted: 29 Apr 2016
Rovira i Virgili University - Department of Business, Independent, National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS) and Universidade Federal de Alagoas
Downloads 21 (570,830)

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Libor, permutation entropy, permutation statistical complexity, information theory

19.

LIBOR Troubles: Anomalous Movements Detection Based on Maximum Entropy

Physica A: Statistical Mechanics and its Applications. Volume 449, pages 401-407
Number of pages: 13 Posted: 29 Apr 2016
Aurelio F. Bariviera, María T. Martín, Angelo Plastino and Victoria Vampa
Rovira i Virgili University - Department of Business, Universidad Nacional de La Plata, Universidad Nacional de La Plata and Universidad Nacional de La Plata
Downloads 20 (577,351)

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Maximum Entropy, LIBOR manipulation, interest rates

20.

Thermodynamics of Firms' Growth

J. R. Soc. Interface 12: 20150789. doi:10.1098/rsif.2015.0789
Number of pages: 10 Posted: 02 Nov 2015
Social Thermodynamics Applied Research (SThAR), Social Thermodynamics Applied Research (SThAR), Rovira i Virgili University - Department of Business, Social Thermodynamics Applied Research (SThAR) and Universidad Nacional de La Plata
Downloads 17 (597,045)
Citation 1

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firms’ growth, Zipf’s law, thermodynamics

21.

Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds

The Economic and Social Review, Vol. 45, No. 3, Autumn, 2014, pp. 349-369
Number of pages: 22 Posted: 13 Oct 2015
Aurelio F. Bariviera, M. Belén Guercio and Lisana B. Martinez
Rovira i Virgili University - Department of Business, Independent and National University of the South - Instituto de Investigaciones Económicas y Sociales del Sur (IIESS)
Downloads 16 (603,628)
Citation 1

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financial crisis, Hurst exponent, corporate bonds, long range memory

22.

COVID-19 Impact on Cryptocurrencies: Evidence from a Wavelet-Based Hurst Exponent

Number of pages: 14 Posted: 15 Sep 2020
Universidad Nacional de La Plata, Rovira i Virgili University - Department of Business, University of Buenos Aires (UBA) - Universidad de Buenos Aires and Universidad Nacional de La Plata
Downloads 12 (631,471)

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cryptocurrencies, Hurst exponent, wavelet transform, COVID-19

23.

A Bibliometric Analysis of Bitcoin Scientific Production

Research in International Business and Finance, Forthcoming
Number of pages: 25 Posted: 20 Jun 2019
Ignasi Merediz-Solà and Aurelio F. Bariviera
Rovira i Virgili University - Department of Business and Rovira i Virgili University - Department of Business
Downloads 12 (631,471)

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Bitcoin, bibliometrics, Web of Science, VOSviewe

24.

One Model Is Not Enough: Heterogeneity in Cryptocurrencies’ Multi-fractal Profiles

Finance Research Letters, Forthcoming
Number of pages: 18 Posted: 08 Jul 2020
Aurelio F. Bariviera
Rovira i Virgili University - Department of Business
Downloads 9 (652,891)
Citation 1

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Cryptocurrencies, Generalized Hurst Exponent, Multi-fractality, Efficient Market Hypothesis

25.

Are cryptocurrencies becoming more interconnected?

Number of pages: 15
Nektarios Aslanidis, Aurelio F. Bariviera and Alejandro Perez-Laborda
Universitat Rovira Virgili, Rovira i Virgili University - Department of Business and Universitat Rovira-i-Virgili
Downloads 0

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Cryptocurrencies, Market Linkages, Diversification