The isotropy of cryptocurrency volatility
We examine the fractal volatility and long-range dependence of Bitcoin, Ether- eum, Tether and USD Coin by employing the continuous wavelet transform, maximal overlap discrete wavelet transform and rescaled range. Our dataset consists of daily prices spanning from January 2017 through to October 202...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley-Blackwell
2023
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/105508/7/105508_The%20isotropy%20of%20cryptocurrency%20volatility.pdf http://irep.iium.edu.my/105508/ https://onlinelibrary.wiley.com/doi/10.1002/ijfe.2857 |
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| Institution: | Universiti Islam Antarabangsa Malaysia |
| Language: | English |