focuses on empirical studies as well as option pricing. The empirical studies consist of multifractal analyses of stock market … and volatility index. Multifractal analyses include cross-correlation multifractal analysis, multifractal detrended …

multifractal spectra of logarithmic returns (daily price changes) for the four currencies. To investigate the origins of this … exhibit multifractal characteristics in their return series. The source of multifractality differs between currencies: The USD …

Intermittent or multifractal behavior has been reported in various markets, and the impact of the COVID-19 pandemic has … intrinsic multifractal behavior in subsamples before and during the COVID-19 pandemic using five multifractal analysis … (sub-)samples of wheat and maize are more likely to possess multifractal nature. Only some (sub-)samples showed that the …

data and by employing the robust multifractal detrended fluctuation (MFDFA) method. In addition to the full sample, the …

unforeseen ways. This study investigates multifractal behavior in the cross-correlation of the Cambridge Bitcoin Electricity … Consumption Index (CBECI) with both conventional and renewable energy prices using the Multifractal Detrended Cross … strategies. The results of this study, which analyses multifractal cross-correlation of Bitcoin Electricity Consumption Index …

This study uses the wavelet leaders method to examine multifractal characteristics and multiscale entropy patterns in … COVID-19 pandemic. The results show that price returns in all energy markets exhibit multifractal properties before and …

We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies … scaling exponent functions and multifractal spectrums show that, in general, price returns and trading volume variations … exhibit multifractal properties prior to the COVID-19 pandemic and that they tend to exhibit monofractal behavior during the …

, and India. Using the multifractal detrended cross-correlation analysis (MF-DCCA), we validate the existence of long … power law and multifractal characteristics. Furthermore, all pairs display varying levels of multifractal strength, with the … US EPU and US conventional stock market exhibiting the strongest multifractal patterns. Additionally, a cross …