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The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies
We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies by using the method of wavelet leaders prior and during the COVID-19 pandemic. The obtained results from the analysis of scaling exponent functions and multifractal spectrums show t...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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The Author(s). Published by Elsevier Inc.
2023
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9872562/ http://dx.doi.org/10.1016/j.dajour.2023.100173 |