Non-Markovian nature of cryptocurrencies
Whether financial assets movements exhibit correlation and memory has been an intriguing question for physicists. This study aims to investigate whether financial shocks exhibit non-Markovian behavior. In particular, it explores the presence of long-term memory and non-local fluctuations during fina...
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2025-05-01
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| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fphy.2025.1548267/full |
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