found in asset returns distributions, and long-memory found in volatility. Multifractal scaling cannot be assumed, it should … apply this method to test for multifractal scaling across several financial time series including Bitcoin. We observe that … multifractal scaling cannot be ruled out for Bitcoin or the Nasdaq Composite Index, both technology driven assets. …

Bitcoin returns is also found to be time-varying. We also study the behaviour of the realized volatility of Bitcoin. We …) leverage effect; and (iii) no impact from lagged jumps. A forecast study shows that: (i) Bitcoin volatility has become more …This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns …