240 citations · 1k across the 25 of their papers we have counts for
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q-fin.ST2018★ 87 cited
Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
Marcin Wątorek, Stanisław Drożdż, Paweł Oświȩcimka +1
Statistical and multiscaling characteristics of WTI Crude Oil prices expressed in US dollar in relation to the most traded currencies as well as to gold futures and to the E-mini S…
q-fin.ST2018★ 111 cited
Bitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects
Stanisław Drożdż, Robert Gębarowski, Ludovico Minati +2
Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of…