Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in time unit, and the traded volume based on high-frequency data...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-07-01
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| Series: | Future Internet |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-5903/14/7/215 |