Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
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- Nick James & Max Menzies, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Papers 2307.15402, arXiv.org, revised Sep 2023.
- Mei-jun, Ling & Guang-xi, Cao, 2024. "Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications," Chaos, Solitons & Fractals, Elsevier, vol. 182(C).
- James, Nick & Menzies, Max, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 630(C).
- Borko Stosic & Tatijana Stosic, 2024. "Dissecting Multifractal detrended cross-correlation analysis," Papers 2406.19406, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ETS-2022-09-05 (Econometric Time Series)
- NEP-PAY-2022-09-05 (Payment Systems and Financial Technology)
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