42 citations · 42 across the 1 of their papers we have counts for
3 papers
Financial Return Distributions: Past, Present, and COVID-19
Marcin Wątorek, Jarosław Kwapień, Stanisław Drożdż
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commoditi…
Multiscale characteristics of the emerging global cryptocurrency market
Marcin Wątorek, Stanisław Drożdż, Jarosław Kwapień +3
The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on wh…
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…