Comparative Analysis of Cryptocurrency Market Efficiency and Local Features Using MF-DFA and DCC-GARCH
This study investigates time-varying market efficiency and cross-market correlations in cryptocurrency markets across South Korea, the United States, and Japan. Using rolling-window multifractal detrended fluctuation analysis (MF-DFA) and dynamic conditional correlation–generalized autoregressive co...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2026-05-01
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| Schriftenreihe: | Fractal and Fractional |
| Schlagworte: | |
| Online-Zugang: | https://www.mdpi.com/2504-3110/10/6/353 |
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