Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time
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DOI: 10.3390/fi14070215
Abstract: Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of… read more here.
Keywords: trading; time; time series; cross correlations ... See more keywords