In this article, we analyze the time series of minute price returns on Bitcoin market through statistical models generalized autoregressive conditional heteroscedasticity (GARCH) family. We combine an approach that uses historical values and their volatilities—GARCH family models, with a so-called Mixture Distribution Hypothesis, which states dynamics are governed by information flow about mark...

Time-frequency distributions (TFDs) are powerful tools to represent the energy content of time-varying signal in both time and frequency domains simultaneously but they suffer from interference due to cross-terms. Various methods have been described to remove these cross-terms and they are typically signal-dependent. Thus, there is no single TFD with a fixed window or kernel that can produce ac...