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How does price (in)efficiency influence cryptocurrency portfolios performance? : the role of multifractality
Salis, Eduardo Amorim Vilela de; Maciel, Leandro S. - In: Quantitative finance 23 (2023) 11, pp. 1637-1658
Persistent link: https://www.econbiz.de/10014419183
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Bitcoin price-volume : a multifractal cross-correlation approach
El Alaoui, Marwane; Bouri, Elie; Roubaud, David - In: Finance research letters 31 (2019), pp. 374-381
Persistent link: https://www.econbiz.de/10012421640
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Rough volatility of Bitcoin
Takaishi, Tetsuya - In: Finance research letters 32 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012430795
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Market efficiency, liquidity, and multifractality of Bitcoin : a dynamic study
Takaishi, Tetsuya; Adachi, Takanori - In: Asia Pacific financial markets 27 (2020) 1, pp. 145-154
Persistent link: https://www.econbiz.de/10012222389
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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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Scaling laws and statistical properties of the transaction flows and holding times of bitcoin
Sornette, Didier; Zhang, Yu - 2024
Persistent link: https://www.econbiz.de/10014483276