Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple

The Quarterly Review of Economics and Finance - Tập 76 - Trang 310-324 - 2020
Valerio Celeste1, Shaen Corbet2, Constantin Gurdgiev3,1
1Trinity Business School, Aras an Phiarsaigh, Trinity College, Dublin 2, Ireland
2DCU Business School, Dublin City University, Dublin 9, Ireland
3Middlebury Institute for International Studies at Monterey, CA, United States

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