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Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple
Celeste, Valerio; Corbet, Shaen; Gurdgiev, Constantin - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 310-324
Persistent link: https://www.econbiz.de/10012417711
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Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar; Aye, Goodness C.; Gupta, Rangan - In: Finance research letters 28 (2019), pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
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Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang; Chen, Shujuan - In: Applied economics 52 (2020) 48, pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
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Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets
Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234
Persistent link: https://www.econbiz.de/10012006868
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Multiscaling and stock market efficiency in China
Thiele, Thomas A. - In: Review of Pacific Basin financial markets and policies 17 (2014) 4, pp. 1-22
Persistent link: https://www.econbiz.de/10010474386
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Structural breaks and the time-varying levels of weak-form efficiency in crude oil markets : Evidence from the Hurst exponent and Shannon entropy methods
Mensi, Walid; Beljid, Makram; Managi, Shunsuke - In: International economics : a journal published by CEPII … 140 (2014), pp. 89-106
Persistent link: https://www.econbiz.de/10011525285
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Do emerging markets become more efficient as they develop? : long memory persistence in equity indices
Hull, Matthew; McGroarty, Frank - In: Emerging markets review 18 (2014), pp. 45-61
Persistent link: https://www.econbiz.de/10010417536
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Hurst exponent behavior and assessment of the MENA stock markets efficiency
Zgueb Rejichi, Imen; Aloui, Chaker - In: Research in international business and finance 26 (2012) 3, pp. 353-370
Persistent link: https://www.econbiz.de/10009615929
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Long memory and efficiency of Bitcoin during COVID-19
Wu, Xiang; Wu, Liang; Chen, Shujuan - In: Applied economics 54 (2022) 4, pp. 375-389
Persistent link: https://www.econbiz.de/10012874043
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Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures
Assaf, Ata; Kristoufek, Ladislav; Demir, Ender; Mitra, … - In: Journal of international financial markets, … 71 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012800052