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Parameter estimation and forecasting for multiplicative lognormal cascades

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Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

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Bitcoin intraday time series momentum

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On the intraday return curves of Bitcoin : predictability and trading opportunities

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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets

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Forecasting cryptocurrency volatility

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Predictability of Bitcoin returns

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Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process

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Predicting intraday cryptocurrency returns - A sparse signals approach

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