Publications

Journal papers included in the Web of Science(R)


  1. Bariviera, A.F.; Basgall, M.J.; Hasperué, W.; Naiouf, M. [2017] Some stylized facts of the bitcoin market. Physica A: Statistical Mechanics and its Applications, 484:82-90.
  2. Zunino, L.; Bariviera, A.F.; Olivares, F.; Rosso, O.A. [2017] A simple and fast representation space for classifying complex time series. Physica A: Statistical Mechanics and its Applications, 484:82-90.
  3. Lanzarini, L.; Villa Monte, A.; Bariviera, A.F.; Jimbo Santanta, P. [2017] Simplifying credit scoring rules using LVQ+PSO. Kybernetes, 46(1):8-16.
  4. Martinez, L.; Guercio, M.B.; Bariviera, A.F.; Terceño, A.[2017] The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. Empirica, Journal of European Economics, accepted for publication.
  5. Bariviera, A.F.; Guercio, M.B ; Martinez, L.B.; Rosso, O.A. [2016] Libor at crossroads: stochastic switching detection using Information Theory quantifiers. Chaos, Solitons & Fractals, 88:172-182.
  6. Zunino, L.; Bariviera, A.F.; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. [2016] Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy, Physica A: Statistical Mechanics and its Applications, Vol. 456, 1-9.
  7. Bariviera, A.F.; Martín, M.T.; Plastino, A.; Vampa, V. [2016] Libor troubles: anomalous movements detection based on Maximum Entropy. Physica A: Statistical Mechanics and its Applications, Vol. 449, 401-407.
  8. Zambrano, E.; Hernando, A.; Bariviera, A.F.; Hernando, R.;  Plastino, A. [2015] Thermodynamics of firms' growth. Journal of The Royal Society Interface, 12(112):20150789.
  9. Bariviera, A.F.;. Guercio, M.B ; Martinez, L.B.; Rosso, O.A..[2015] A permutation information theory tour through different interest rate maturities: the Libor case. Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 373(20150119).
  10. Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. [2015] The (in)visible hand in the Libor market: an information theory approach, European Physical Journal B, Vol. 88, No. 8, 208.
  11. Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B. [2014] Informational efficiency in distressed markets: the case of European corporate bonds, Economic and Social Review, Vol.45, No. 3, 349-369.
  12. Fernández Bariviera, A.; Zunino, L.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. [2013b] Revisiting the European sovereign bonds with a permutation-information-theory approach, European Physical Journal B, Vol. 86, No. 12, 1-10.
  13. Fernández Bariviera, A. [2011] The Influence of Liquidity on Informational Efficiency: The Case of the Thail Stock Market, Physica A: Statistical Mechanics and its Applications, Vol. 390, No. 23-24, 4426-4432.
  14. Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B. [2012] A comparative analysis of the informational efficiency of the fixed income market in seven European countries, Economics Letters, Vol. 116, No. 3, 426-428.
  15. Zunino, L.; Fernández Bariviera, A.; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. [2012] On the efficiency of sovereign bond markets, Physica A: Statistical Mechanics and its Applications, Vol. 391, No. 18, 4342-4349.
  16. Fernández Bariviera, A.; Zunino, L.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. [2013a] Efficiency and credit ratings: a permutation-information-theory analysis. Journal of Statistical Mechanics: Theory and Experiment, Vol. 2013, No. 8, P08007.