Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?

Chaos, Solitons & Fractals - Tập 109 - Trang 195-205 - 2018
Gabriel Gajardo1, Werner D. Kristjanpoller1, Marcel Minutolo2
1Departamento de Industrias, Universidad Tecnica Federico Santa Maria, Avenida España 1680, Valparaiso, Chile
2School of Business, Robert Morris University, 6001 Unviersity Boulevard, Moon Township, PA 15108, USA

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