Asymmetric multifractality and dynamic efficiency in DeFi markets
Author:
Funder
Ministry of Education
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
https://link.springer.com/content/pdf/10.1007/s12197-023-09655-6.pdf
Reference25 articles.
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3. Brown MB, Forsythe AB (1974b) The small sample behavior of some test statistics which test the equality of several means. Technometrics 16:129–132
4. Cao G, Cao J, Xu L (2013) Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA. Physica A: Statistical Mechanics and its Applications 392:797–807
5. Cheah E, Mishra T, Parhi M, Zhang Z (2018) Long memory interdependency and inefficiency in Bitcoin markets. Econ Lett 167:18–25
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1. What drives the return and volatility spillover between DeFis and cryptocurrencies?;International Journal of Finance & Economics;2024-03-26
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