Work

Multifractal behavior of price and volume changes in the cryptocurrency market

Year: 2019

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2018.12.038

Authors: Darko Stosic, Dusan Stosic, Teresa B. Ludermir, Tatijana Stosic

Institutions: Universidade Federal de Pernambuco, Universidade Federal Rural de Pernambuco

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Coordenação de Aperfeiçoamento de Pessoal de Nível Superior, Conselho Nacional de Desenvolvimento Científico e Tecnológico

Awards: G2475300957, G474369434

OpenAlex ID: W2906773974

FWCI: 13.73

Cites: 35

Cited by: 77

Related to: 10