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ArticleThe high frequency multifractal properties of Bitcoin

Stavros Stavroyiannis2019

OA

Articlegreen2019

The high frequency multifractal properties of Bitcoin

Stavros Stavroyiannis · Vassilios Babalos · Stelios D. Bekiros · Salim Lahmiri · Gazi Salah Uddin

77 citations·0/0 files stored·Physica A Statistical Mechanics and its Applications

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Statistical Mechanics and Entropy

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References

2002Multifractal detrended fluctuation analysis of nonstationary time series 2000An Introduction to Econophysics: Correlations and Complexity in Finance 2016The Inefficiency of Bitcoin 2001Effect of trends on detrended fluctuation analysis 1991Wavelets and multifractal formalism for singular signals: Application to turbulence data 1994THE MULTIFRACTAL FORMALISM REVISITED WITH WAVELETS 2001Multifractal random walk 2017Some stylized facts of the Bitcoin market

Cited by

2020Are clean energy stocks efficient? Asymmetric multifractal scaling behaviour 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis 2019Forecasting of BTC volatility: comparative study between parametric and nonparametric models 2020All the frequencies matter in the Bitcoin market: an efficiency analysis 2021An investigation of cryptocurrency data: the market that never sleeps 2021

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2008Multifractal structure in Latin-American market indicesarticle · 10 shared references 2011A copula–multifractal volatility hedging model for CSI 300 index futuresarticle · 10 shared references 2018Multifractal analysis of Bitcoin marketarticle · 9 shared references 2009Fractal and Multifractal Time Seriesother · 7 shared references 2018Statistical properties and multifractality of Bitcoinarticle · 7 shared references 2011Fractal and Multifractal Time Serieschapter · 7 shared references

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Year2019

Typearticle

Published2019-01-06

VenuePhysica A Statistical Mechanics and its Applications

ISSN-L0378-4371

Languageen

Citations77

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/j.physa.2018.12.037

openalex_workW2908230480

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Time-Varying Nexus between Investor Sentiment and Cryptocurrency Market: New Insights from a Wavelet Coherence Framework