- Pairs Trading in Cryptocurrency Markets2020 | Faculty of Mathematics and Physics
- DCCA and DMCA correlations of cryptocurrency markets2020 | Publication without faculty affiliation
- Quantifying Endogeneity of Cryptocurrency MarketsPublication without faculty affiliation
- Quantifying endogeneity of cryptocurrency markets2022 | Faculty of Social Sciences
- Copula-based trading of cointegrated cryptocurrency pairs2022 | Faculty of Mathematics and Physics
- Copula-based trading of cointegrated cryptocurrency pairsPublication without faculty affiliation
- Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies2021 | Faculty of Mathematics and Physics
- Do Cryptocurrencies and Traditional Asset Classes Influence Each Other?Publication without faculty affiliation
- Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak2022 | Publication without faculty affiliation