111 citations · 257 across the 6 of their papers we have counts for
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q-fin.ST2018★ 55 cited
Dynamical variety of shapes in financial multifractality
Stanisław Drożdż, Rafał Kowalski, Paweł Oświȩcimka +2
The concept of multifractality offers a powerful formal tool to filter out multitude of the most relevant characteristics of complex time series. The related studies thus far prese…
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…