Bucur, Cristian; Tudorică, Bogdan-George; Bâra, Adela; … - In: Journal of business economics and management 26 (2025) 1, pp. 21-48
This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in financial variables, including Bitcoin prices and economic indicators. Spanning 2019-2022, the analysis reveals multifractal scaling not only in Bitcoin prices, but also in...