Multifractal analysis of Bitcoin price dynamics
This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to investigate multifractal properties in financial variables, including Bitcoin prices and economic indicators. Spanning 2019–2022, the analysis reveals multifractal scaling not only in Bitcoin prices, but also in economic i...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2025-02-01
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| Series: | Journal of Business Economics and Management |
| Subjects: | |
| Online Access: | https://mla.vgtu.lt/index.php/JBEM/article/view/23025 |
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