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Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
Mensi, Walid, Lee, Yun-Jung, Al-Yahyaee, Khamis Hamed, Sensoy, Ahmet, Yoon, Seong-MinLanguage:
english
Journal:
Finance Research Letters
DOI:
10.1016/j.frl.2019.03.029
Date:
April, 2019
File:
PDF, 1.26 MB
english, 2019