Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets

Published:2021-11 Issue: Volume:581 Page:126237
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Kakinaka Shinji^ORCID,Umeno Ken^ORCID

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference66 articles.

1. Bitcoin: A Peer-to-Peer Electronic Cash System;Nakamoto,2019

2. Bitcoin as Money? Current Policy Perspectives;Lo,2014

3. Price dynamics and speculative trading in bitcoin;Blau;Res. Int. Bus. Finance,2017

4. Is Bitcoin a real currency? An economic appraisal;Yermack,2015

5. Price fluctuations and the use of bitcoin: An empirical inquiry;Polasik;Int. J. Electron. Commer.,2015

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Joint multiscale dynamics in soil–vegetation–atmosphere systems: Multifractal cross‐correlation analysis of arid and semiarid rangelands;Vadose Zone Journal;2024-09-03

2. The impact of COVID-19 on Ethereum returns and Ethereum market efficiency;Eurasian Economic Review;2024-05-31

3. Oil Price Fluctuation and CryptocurrenciesReturn Conceptual Framework;2024 2nd International Conference on Cyber Resilience (ICCR);2024-02-26

4. Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet;The Quarterly Review of Economics and Finance;2023-12

5. Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies;Applied Sciences;2023-11-29

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3