Asymmetric efficiency of cryptocurrencies during COVID19

In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal detrended fluctuation analysis (MF-DFA). We find significant asymmetric multifractality in the price of cryptocurr...

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Detalles Bibliográficos
Autores principales: Naeem, Muhammad Abubakr, Bouri, Elie, Peng, Zhe, Shahzad, Syed Jawad Hussain, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9294714/
https://www.ncbi.nlm.nih.gov/pubmed/35875204
http://dx.doi.org/10.1016/j.physa.2020.125562

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9294714/
https://www.ncbi.nlm.nih.gov/pubmed/35875204
http://dx.doi.org/10.1016/j.physa.2020.125562

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