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How the cryptocurrency market has performed during COVID 19? A multifractal analysis

Cryptocurrency markets are complex systems based on speculation. Where investors interact using strategies that generate some biases responsible for endogenous instabilities. This paper investigated the herding biases by quantifying the self-similarity intensity of cryptocurrency returns’ during the...

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Detalles Bibliográficos
Autores principales: Mnif, Emna, Jarboui, Anis, Mouakhar, Khaireddine
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7299874/
https://www.ncbi.nlm.nih.gov/pubmed/32837367
http://dx.doi.org/10.1016/j.frl.2020.101647