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Multiscale characteristics of the emerging global cryptocurrency market · Study

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ArticleMultiscale characteristics of the emerging global cryptocurrency market

Marcin Wątorek2020

OA

Articlegreen2020

Multiscale characteristics of the emerging global cryptocurrency market

Marcin Wątorek · Stanisław Drożdż · Jarosław Kwapień · Ludovico Minati

241 citations·0/0 files stored·Physics Reports

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Complex Systems and Time Series Analysis Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 241 citations exist upstream.

References

1952PORTFOLIO SELECTION*1965The Behavior of Stock-Market Prices 1963The Variation of Certain Speculative Prices 2002Multifractal detrended fluctuation analysis of nonstationary time series 2001Empirical properties of asset returns: stylized facts and statistical issues 1993A long memory property of stock market returns and a new model 1900Théorie de la spéculation 1999Hierarchical structure in financial markets

Cited by

2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic 2022Performance evaluation of deep learning and boosted trees for cryptocurrency closing price prediction 2020Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 2021Herding intensity and volatility in cryptocurrency markets during the COVID-19 2021Effects of COVID-19 on Cryptocurrency and Emerging Market Connectedness: Empirical Evidence from Quantile, Frequency, and Lasso Networks 2021Seasonal and Calendar Effects and the Price Efficiency of Cryptocurrencies 2021Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach 2022Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic

Details

Year2020

Typearticle

Published2020-11-18

VenuePhysics Reports

ISSN-L0370-1573

Languageen

Citations241

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

Identifiers

doi10.1016/j.physrep.2020.10.005

openalex_workW3096773305

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