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06/29/2023
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
This paper investigates the temporal patterns of activity in the cryptoc...
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05/09/2023
What is mature and what is still emerging in the cryptocurrency market?
In relation to the traditional financial markets, the cryptocurrency mar...
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02/18/2023
Cryptocurrencies Are Becoming Part of the World Global Financial Market
In this study the cross-correlations between the cryptocurrency market r...
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08/02/2022
Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
Unlike price fluctuations, the temporal structure of cryptocurrency trad...
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12/13/2021
Cryptocurrency Market Consolidation in 2020–2021
Time series of price returns for 80 of the most liquid cryptocurrencies ...
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07/14/2021
Financial Return Distributions: Past, Present, and COVID-19
We analyze the price return distributions of currency exchange rates, cr...
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10/29/2020
Multiscale characteristics of the emerging global cryptocurrency market
The review introduces the history of cryptocurrencies, offering a descri...
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11/20/2019
Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
Cross-correlations in fluctuations of the daily exchange rates within th...
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09/04/2019
Multifractal Description of Streamflow and Suspended Sediment Concentration Data from Indian River Basins
This study investigates the multifractality of streamflow data of 192 st...
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06/18/2019
Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis
Multifractal detrended cross-correlation methodology is described and ap...
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06/18/2019
Multiscale cross–correlations and triangular arbitrage opportunities in the Forex
Multifractal Detrended Cross-Correlation methodology is applied to the f...
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12/20/2018
Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
Statistical and multiscaling characteristics of WTI Crude Oil prices exp...
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04/16/2018