Multifractal analysis of Bitcoin price dynamics

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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Bibliographic Details
Main Authors: Cristian Bucur, Bogdan-George Tudorică, Adela Bâra, Simona-Vasilica Oprea
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2025-02-01
Series:Journal of Business Economics and Management
Subjects:
multifractal analysis
financial time series
Bitcoin
market efficiency
singularity spectra
correlation matrix
Online Access:https://mla.vgtu.lt/index.php/JBEM/article/view/23025
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