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Aurelio Fernandez Bariviera

Personal Details

First Name:Aurelio
Middle Name:
Last Name:Fernandez Bariviera
Suffix:
RePEc Short-ID:pfe210
http://www.aureliofernandez.net
Av. Universitat, 1 43204 Reus SPAIN
Twitter: @econophysicslab

Affiliation

Departamento de Gestión de Empresas
Facultat de Ciències Econòmiques i Empresarials
Universitat Rovira I Virgili Tarragona

Reus, Spain
http://www.dge.urv.es/

977 75 98 00
977 75 98 10
977 75 98 00
RePEc:edi:dgurves (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Aurelio F. Bariviera & Ignasi Merediz-Sol`a, 2020. "Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis," Papers 2003.09723, arXiv.org.
  2. Aurelio F. Bariviera, 2020. "One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles," Papers 2003.09720, arXiv.org, revised Jun 2020.
  3. Nektarios Aslanidis & Aurelio F. Bariviera & Alejandro Perez-Laborda, 2020. "Are cryptocurrencies becoming more interconnected?," Papers 2009.14561, arXiv.org.
  4. M. Bel'en Arouxet & Aurelio F. Bariviera & Ver'onica E. Pastor & Victoria Vampa, 2020. "Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent," Papers 2009.05652, arXiv.org.
  5. Ignasi Merediz-Sol`a & Aurelio F. Bariviera, 2019. "A bibliometric analysis of Bitcoin scientific production," Papers 1906.08933, arXiv.org.
  6. Martin Iglesias Caride & Aurelio F. Bariviera & Laura Lanzarini, 2018. "Stock returns forecast: an examination by means of Artificial Neural Networks," Papers 1801.07960, arXiv.org.
  7. Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2018. "An analysis of high-frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers," Papers 1808.01926, arXiv.org.
  8. Nektarios Aslanidis & Aurelio F. Bariviera & Oscar Martinez-Iba~nez, 2018. "An analysis of cryptocurrencies conditional cross correlations," Papers 1811.08365, arXiv.org, revised Feb 2019.
  9. Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018. "Spurious seasonality detection: a non-parametric test proposal," Papers 1801.07941, arXiv.org.
  10. Aurelio F. Bariviera & Mar'ia Jos'e Basgall & Waldo Hasperu'e & Marcelo Naiouf, 2017. "Some stylized facts of the Bitcoin market," Papers 1708.04532, arXiv.org.
  11. Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2017. "Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers," Papers 1704.04442, arXiv.org.
  12. Laura Cristina Lanzarini & Augusto Villa Monte & Aurelio F. Bariviera & Patricia Jimbo Santana, 2017. "Simplifying credit scoring rules using LVQ+PSO," Papers 1704.04450, arXiv.org.
  13. Aurelio F. Bariviera, 2017. "The inefficiency of Bitcoin revisited: a dynamic approach," Papers 1709.08090, arXiv.org.
  14. Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2016. "Libor at crossroads: stochastic switching detection using information theory quantifiers," Papers 1603.02874, arXiv.org.
  15. Lisana B. Martinez & M. Belen Guercio & Aurelio F. Bariviera & Antonio Terce~no, 2016. "The impact of the financial crisis on the long-range memory of European corporate bond and stock markets," Papers 1605.06700, arXiv.org.
  16. Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "A permutation Information Theory tour through different interest rate maturities: the Libor case," Papers 1509.00217, arXiv.org.
  17. Aurelio Fernandez Bariviera & M. Bel'en Guercio & Lisana B. Martinez, 2015. "Data manipulation detection via permutation information theory quantifiers," Papers 1501.04123, arXiv.org.
  18. Aurelio F. Bariviera & M. Bel'en Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "The (in)visible hand in the Libor market: an Information Theory approach," Papers 1508.04748, arXiv.org.
  19. Aurelio F. Bariviera & Luciano Zunino & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "Efficiency and credit ratings: a permutation-information-theory analysis," Papers 1509.01839, arXiv.org.
  20. Aurelio F. Bariviera & M. T. Martin & A. Plastino & V. Vampa, 2015. "LIBOR troubles: anomalous movements detection based on Maximum Entropy," Papers 1508.04512, arXiv.org.
  21. Eduardo Zambrano & Alberto Hernando & Aurelio Fernandez-Bariviera & Ricardo Hernando & Angelo Plastino, 2015. "Thermodynamics of firms' growth," Papers 1504.07666, arXiv.org.

Articles

  1. Merediz-Solà, Ignasi & Bariviera, Aurelio F., 2019. "A bibliometric analysis of bitcoin scientific production," Research in International Business and Finance, Elsevier, vol. 50(C), pages 294-305.
  2. Patricia Jimbo Santana & Laura Lanzarini & Aurelio F. Bariviera, 2019. "Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador," Risks, MDPI, Open Access Journal, vol. 8(1), pages 1-14, December.
  3. Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019. "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  4. M. Belén Guercio & Lisana B. Martinez & Aurelio F. Bariviera, 2019. "SME Steeplechase: When Obtaining Money Is Harder Than Innovating," International Journal of Financial Studies, MDPI, Open Access Journal, vol. 7(2), pages 1-14, May.
  5. Aslanidis, Nektarios & Bariviera, Aurelio F. & Martínez-Ibañez, Oscar, 2019. "An analysis of cryptocurrencies conditional cross correlations," Finance Research Letters, Elsevier, vol. 31(C), pages 130-137.
  6. Aurelio F. Bariviera & Angelo Plastino & George Judge, 2018. "Spurious Seasonality Detection: A Non-Parametric Test Proposal," Econometrics, MDPI, Open Access Journal, vol. 6(1), pages 1-15, January.
  7. Lisana B. Martinez & M. Belén Guercio & Aurelio Fernandez Bariviera & Antonio Terceño, 2018. "The impact of the financial crisis on the long-range memory of European corporate bond and stock markets," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 1-15, February.
  8. Bariviera, Aurelio F. & Basgall, María José & Hasperué, Waldo & Naiouf, Marcelo, 2017. "Some stylized facts of the Bitcoin market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 82-90.
  9. Bariviera, Aurelio F., 2017. "The inefficiency of Bitcoin revisited: A dynamic approach," Economics Letters, Elsevier, vol. 161(C), pages 1-4.
  10. Aurelio F. Bariviera & Luciano Zunino & Osvaldo A. Rosso, 2016. "Crude Oil Market And Geopolitical Events: An Analysis Based On Information-Theory-Based Quantifiers," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 21(1), pages 41-51, May.
  11. Zunino, Luciano & Bariviera, Aurelio F. & Guercio, M. Belén & Martinez, Lisana B. & Rosso, Osvaldo A., 2016. "Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 456(C), pages 1-9.
  12. Bariviera, Aurelio F. & Martín, María T. & Plastino, Angelo & Vampa, Victoria, 2016. "LIBOR troubles: Anomalous movements detection based on maximum entropy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 449(C), pages 401-407.
  13. Aurelio Fernandez Bariviera & María Belén Guercio & Lisana B. Martinez & Osvaldo A. Rosso, 2015. "The (in)visible hand in the Libor market: an information theory approach," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 88(8), pages 1-9, August.
  14. Aurelio Fernández Bariviera & M. Belén Guercio & Lisana B. Martinez, 2014. "Informational Efficiency in Distressed Markets: The Case of European Corporate Bonds," The Economic and Social Review, Economic and Social Studies, vol. 45(3), pages 349-369.
  15. Aurelio Fernández Bariviera & Luciano Zunino & María Belén Guercio & Lisana Martinez & Osvaldo Rosso, 2013. "Revisiting the European sovereign bonds with a permutation-information-theory approach," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 86(12), pages 1-10, December.
  16. Bariviera, A.F. & Guercio, M. Belén & Martinez, Lisana B., 2012. "A comparative analysis of the informational efficiency of the fixed income market in seven European countries," Economics Letters, Elsevier, vol. 116(3), pages 426-428.
  17. Zunino, Luciano & Fernández Bariviera, Aurelio & Guercio, M. Belén & Martinez, Lisana B. & Rosso, Osvaldo A., 2012. "On the efficiency of sovereign bond markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(18), pages 4342-4349.
  18. Sorrosal Forradellas, M. T. & Barberà-Mariné, M. G. & Fernández Bariviera, Aurelio & Garbajosa-Cabello, M. J., 2012. "Advantages Of Using Self-Organizing Maps To Analyse Student Evaluations Of Teaching," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 53-71, May.
  19. Lopez, Javier & Lanzarini, Laura & Fernandez Bariviera, Aurelio, 2012. "Variable Population Mopso Applied To Medical Visits," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(1), pages 3-14, May.
  20. Bariviera, Aurelio Fernández, 2011. "The influence of liquidity on informational efficiency: The case of the Thai Stock Market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(23), pages 4426-4432.
  21. Terceño Gómez, A. & Brotons Martínez, J. M. & Fernández Bariviera, A., 2007. "Immunization Strategy In A Fuzzy Environment," Fuzzy Economic Review, International Association for Fuzzy-set Management and Economy (SIGEF), vol. 0(2), pages 95-116, November.

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Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 15 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-PAY: Payment Systems & Financial Technology (8) 2017-08-20 2017-10-01 2018-08-27 2018-12-10 2019-07-15 2020-04-13 2020-04-13 2020-10-05. Author is listed
  2. NEP-FMK: Financial Markets (3) 2015-09-11 2016-06-14 2018-03-05
  3. NEP-BIG: Big Data (2) 2018-03-05 2020-04-13
  4. NEP-CMP: Computational Economics (2) 2017-04-23 2018-03-05
  5. NEP-FOR: Forecasting (2) 2015-08-30 2018-03-05
  6. NEP-RMG: Risk Management (2) 2017-04-23 2018-12-10
  7. NEP-ECM: Econometrics (1) 2018-03-05
  8. NEP-EEC: European Economics (1) 2016-06-14
  9. NEP-ENE: Energy Economics (1) 2017-04-23
  10. NEP-ETS: Econometric Time Series (1) 2018-03-05
  11. NEP-GER: German Papers (1) 2015-08-30
  12. NEP-MST: Market Microstructure (1) 2018-08-27

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