research
∙
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...
share
research
∙
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...
research
∙
02/18/2023
Cryptocurrencies Are Becoming Part of the World Global Financial Market
In this study the cross-correlations between the cryptocurrency market r...
research
∙
11/01/2022
Multifractality in time series is due to temporal correlations
Based on the rigorous mathematical arguments formulated within the Multi...
research
∙
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...
research
∙
12/13/2021
Cryptocurrency Market Consolidation in 2020–2021
Time series of price returns for 80 of the most liquid cryptocurrencies ...
research
∙
07/14/2021
Financial Return Distributions: Past, Present, and COVID-19
We analyze the price return distributions of currency exchange rates, cr...
research
∙
10/29/2020
Multiscale characteristics of the emerging global cryptocurrency market
The review introduces the history of cryptocurrencies, offering a descri...
research
∙
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...
research
∙
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...
research
∙
06/18/2019
Multiscale cross–correlations and triangular arbitrage opportunities in the Forex
Multifractal Detrended Cross-Correlation methodology is applied to the f...
research
∙
12/20/2018
