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Source of the multifractality in exchange markets : multifractal detrended fluctuations analysis
Günay, Samet - In: Journal of business & economics research 12 (2014) 4, pp. 371-384
Persistent link: https://www.econbiz.de/10010432137
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The inefficiency of Litecoin : a dynamic analysis
Jana, R. K.; Tiwari, Aviral Kumar; Hammoudeh, Shawkat - In: Journal of quantitative economics 17 (2019) 2, pp. 447-457
Persistent link: https://www.econbiz.de/10012418688
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One model is not enough : heterogeneity in cryptocurrencies' multifractal profiles
Bariviera, Aurelio Fernández - In: Finance research letters 39 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805488
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Measuring informational efficiency of the European carbon market : a quantitative evaluation of higher order dependence
Sattarhoff, Cristina; Gronwald, Marc - In: International review of financial analysis 84 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013472965
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Multifractal cross-correlations between green bonds and financial assets
Fernandes, Leonardo H. S.; Silva, José W. L.; Araujo, … - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472339
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Islamic vs. conventional equity markets : a multifractal cross-correlation analysis with economic policy uncertainty
Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Arifa; … - In: Economies : open access journal 11 (2023) 1, pp. 1-18
perspective of multifractality. Daily stock market prices of five main countries are considered: US, Thailand, Indonesia, Pakistan …
Persistent link: https://www.econbiz.de/10013500735
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Multifractality and sample size influence on Bitcoin volatility patterns
Takaishi, Tetsuya - In: Finance research letters 74 (2025), pp. 1-7
Persistent link: https://www.econbiz.de/10015405966