Is cryptocurrency Efficient? A High-Frequency Asymmetric Multifractality Analysis
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-023-10402-6.pdf
Reference46 articles.
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2. Alvarez-Ramirez, J., Alvarez, J., & Rodríguez, E. (2015). Asymmetric long-term autocorrelations in crude oil markets. Physica a: Statistical Mechanics and Its Applications, 424, 330–341.
3. Arouxet, M. B., Bariviera, A. F., Pastor, V. E., & Vampa, V. (2020). Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent. arXiv preprint arXiv:2009.05652.
4. Baur, D. G., & Hoang, L. T. (2020). A Crypto Safe Haven against Bitcoin. Finance Research Letters, 101431.
5. Béjaoui, A., Mgadmi, N., Moussa, W., & Sadraoui, T. (2021). A short-and long-term analysis of the nexus between Bitcoin, social media and Covid-19 outbreak. Heliyon, 7(7), e07539.
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