Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis

Walid Mensi, Yun Jung Lee, Khamis Hamed Al-Yahyaee, Ahmet Sensoy, Seong Min Yoon*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

33 Citations (Scopus)

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Business & Economics