1. Arnerić J. (2007), “Ekonometrijsko modeliranje rizika na hrvatskom tržištu kapitala” (Econometric approach to risk modelling at Croatian capital market), Master’s Thesis, Zagreb, Faculty of Economics and Business.
3. Bouri, E., Jalkh, N., Molnár, P., Roubaud, D. (2017a), “Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?”, Applied Economics, Vol. 49, No. 50, pp. 5063-5073.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1080/00036846.2017.1299102" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1080/00036846.2017.1299102</a></dgdoi:pub-id>
4. Bouri, E., Molnár, P., Azzi, G., Roubaud, D., Hagfors L. I. (2017b), “On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?”, Finance Research Letters, Vol. 20, pp. 192-198.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1016/j.frl.2016.09.025" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1016/j.frl.2016.09.025</a></dgdoi:pub-id>
5. Bouri, E., Gupta, R., Tiwari, A. K., Roubaud, D. (2017c), “Does Bitcoin hedge global uncertainty? Evidence from Wavelet-based quantile-in-quantile regressions”, Finance Research Letters, Vol. 23, pp. 87-95.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1016/j.frl.2017.02.009" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1016/j.frl.2017.02.009</a></dgdoi:pub-id>
7. Cermak, V. (2017), “Can Bitcoin Become a Viable Alternative to Fiat Currencies? An Empirical Analysis of Bitcoin's Volatility Based on a GARCH Model”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2961405">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2961405</ext-link> (19 August 2018).<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.2139/ssrn.2961405" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.2139/ssrn.2961405</a></dgdoi:pub-id>
11. Dhyrberg, A. H. (2015), “Hedging Capabilities of Bitcoin. Is it the virtual gold?”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://researchrepository.ucd.ie/handle/10197/7169">https://researchrepository.ucd.ie/handle/10197/7169</ext-link> (19 August 2018).
12. Eisl, A., Gasser, S. M., Weinmayer, K. (2015), “Caveat emptor: Does Bitcoin improve portfolio diversification?”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2408997">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2408997</ext-link> (18 August 2018).<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.2139/ssrn.2408997" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.2139/ssrn.2408997</a></dgdoi:pub-id>
13. Engle, R. F. (2002), “Dynamic Conditional Correlation: A Simple Class of Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models”, Journal of Business & Economic Statistics, Vol. 20, No. 3, pp. 339-350.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1198/073500102288618487" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1198/073500102288618487</a></dgdoi:pub-id>
14. Engle, R. F., Sheppard, K. (2001), “Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH”, NBER Working Paper 8554, National Bureau of Economic Research.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.3386/w8554" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.3386/w8554</a></dgdoi:pub-id>
15. ESMA (2018), “ESMA, EBA, and EIOPA warn consumers on the risks of Virtual Currencies”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://www.esma.europa.eu/press-news/esma-news/esas-warn-consumers-risks-in-buying-virtual-currencies">https://www.esma.europa.eu/press-news/esma-news/esas-warn-consumers-risks-in-buying-virtual-currencies</ext-link> (18 August 2018).
16. European Central Bank (2012), “Virtual Currency Schemes”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="http://www.ecb.int/pub/pdf/other/virtualcurrencyschemes201210en.pdf">http://www.ecb.int/pub/pdf/other/virtualcurrencyschemes201210en.pdf</ext-link> (18 August 2018).
17. European Central Bank (2018), available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://www.ecb.europa.eu/home/html/index.en.html">https://www.ecb.europa.eu/home/html/index.en.html</ext-link> (20 August 2018).
18. European Commission (2018), available at <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://ec.europa.eu/">https://ec.europa.eu/</ext-link> (20 August 2018).
19. Hajba, M. (2009), “Wavelet (valić) transformacija” (Wavelet Transform), Hrvatski matematički elektronički časopis (math.e), Vol. 28, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="http://e.math.hr/vol28/Hajba">http://e.math.hr/vol28/Hajba</ext-link> (17 August 2018).
21. Hayes, A. (2015), “The Decision to Produce Altcoins: Miners' Arbitrage in Cryptocurrency Markets”, The New School for Social Research Working Paper, 04/2015.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.2139/ssrn.2579448" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.2139/ssrn.2579448</a></dgdoi:pub-id>
22. Jurić, M. (2014), “Analiza optimalnog portfelja odabranih dionica na hrvatskom tržištu kapitala GARCH modelom” (Analysis of the Optimal Portfolio of Selected Stocks on the Croatian Capital Market Using GARCH Model), Graduate Thesis, Zagreb, Faculty of Economics and Business.
24. Kristoufek, L. (2015), “What Are the Main Drivers of the Bitcoin Price?, Evidence from Wavelet Coherence Analysis”, PLoS ONE, Vol. 10, No. 4.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1371/journal.pone.0123923" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1371/journal.pone.0123923</a></dgdoi:pub-id>
25. Lim, S. J., Masih, M. (2017), “Exploring portfolio diversification opportunities in Islamic capital markets through bitcoin: evidence from MGARCH-DCC and Wavelet approaches”, MPRA Paper, 79752.
26. Madaleno, M., Pinho, C. (2012), “International stock market indices comovements: a new look”, International Journal of Finance & Economics, Vol. 17, No. 1, pp. 89-102.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1002/ijfe.448" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1002/ijfe.448</a></dgdoi:pub-id>
27. Penrose, K. L. (2014), “Banking on Bitcoin: Applying Anti-Money Laundering and Money Transmitter Laws”, North Carolina Banking Institute, Vol. 18, pp. 529-551.
28. Poyser, O. (2017), “Exploring the determinants of Bitcoin's price: an application of Bayesian Structural Time Series”, Ph.D. Thesis, New York: Cornell University.
29. Rahim, A. M., Masih, M. (2016), “Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches”, Economic Modelling, Vol. 54, pp. 425-438.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1016/j.econmod.2015.12.033" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1016/j.econmod.2015.12.033</a></dgdoi:pub-id>
30. Stavroyiannis, S., Babalos V. (2017), “Dynamic properties of the Bitcoin and the US market”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2966998">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2966998</ext-link> (20 August 2018).<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.2139/ssrn.2966998" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.2139/ssrn.2966998</a></dgdoi:pub-id>
31. Tillier, M. (2015), “Accept That Bitcoin is a Currency and Stop Blaming the Victims of Crime”, NASDAQ, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="http://www.nasdaq.com/article/accept-that-bitcoin-is-acurrency-and-stopblaming-the-victims-of-crime-cm442726">http://www.nasdaq.com/article/accept-that-bitcoin-is-acurrency-and-stopblaming-the-victims-of-crime-cm442726</ext-link> (21 August 2018).
32. Tse, Y. K., Tsui, A. K. C. (2002), “A Multivariate GARCH Model with Time-Varying Correlations”, Journal of Business and Economic Statistics, Vol. 20, No. 3, pp. 351-362.<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.1198/073500102288618496" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.1198/073500102288618496</a></dgdoi:pub-id>
33. Urquhart, A. (2017), “The volatility of Bitcoin”, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2921082">https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2921082</ext-link> (20 August 2018).<dgdoi:pub-id xmlns:dgdoi="http://degruyter.com/resources/doi-from-crossref" pub-id-type="doi"><a href="https://doi.org/10.2139/ssrn.2921082" target="_blank" rel="noopener noreferrer" class="text-signal-blue hover:underline">10.2139/ssrn.2921082</a></dgdoi:pub-id>
34. Velde, F. R. (2013), “Bitcoin: A primer”, The Federal Reserve Bank of Chicago, available at: <ext-link ext-link-type="uri" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="https://www.chicagofed.org/~/media/publications/chicago-fed-letter/2013/cfldecember2013-317-pdf.pdf">https://www.chicagofed.org/~/media/publications/chicago-fed-letter/2013/cfldecember2013-317-pdf.pdf</ext-link> (20 August 2018).