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19952025
most citedBitcoin market route to maturity? Evidence from return fluctuations, temporal correlations and multiscaling effects

111 citations · 257 across the 6 of their papers we have counts for

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Showing 2019Show all

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q-fin.ST2019★ 44 cited

Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis

Robert Gębarowski, Paweł Oświęcimka, Marcin Wątorek +1

Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight…