$Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market$

Multifractal Detrended Cross-Correlation Analysis of the Return-Volume Relationship of Bitcoin Market

We investigate the cross-correlations of return-volume relationship of the Bitcoin market. In particular, we select eight exchange rates whose trading volume accounts for more than 98% market shares to synthesize Bitcoin indexes. The empirical results based on multifractal detrended cross-correlatio...

Full description

Bibliographic Details
Main Authors:	Wei Zhang, Pengfei Wang, Xiao Li, Dehua Shen
Format:	Article
Language:	English
Published:	Hindawi-Wiley 2018-01-01
Series:	Complexity
Online Access:	http://dx.doi.org/10.1155/2018/8691420

Similar Items

Multifractal Detrended Cross-Correlation Analysis of Electricity and Carbon Markets in China
by: Shaohui Zou, et al.
Published: (2019-01-01)

Multifractal Detrended Cross-Correlation Analysis of Global Methane and Temperature
by: Chris G. Tzanis, et al.
Published: (2020-02-01)

Higher-Order Multifractal Detrended Partial Cross-Correlation Analysis for the Correlation Estimator
by: Keqiang Dong, et al.
Published: (2020-01-01)

Multifractal Detrended Fluctuation Analysis Taiwan stock market
by: Chao-Fan Chin, et al.
Published: (2015)

Joint Multifractal Analysis and Source Testing of River Level Records Based on Multifractal Detrended Cross-Correlation Analysis
by: Liang Wu, et al.
Published: (2020-01-01)

The Cross-correlation Structure of Tehran Stock Exchange Indexes by Multifractal Detrended Fluctuation Analysis
by: Reza Tehrani, et al.
Published: (2012-07-01)

Introduction to multifractal wavelet and detrended fluctuation analyses
by: Espen Alexander Fürst Ihlen
Published: (2012-06-01)

Multifractal Detrended Fluctuation Analysis of Human gait Diseases
by: Srimonti eDutta, et al.
Published: (2013-10-01)

Multivariate Multifractal Detrending Moving Average Analysis of Air Pollutants
by: Milena Kojić, et al.
Published: (2021-03-01)

Extraction of Coal and Gangue Geometric Features with Multifractal Detrending Fluctuation Analysis
by: Kai Liu, et al.
Published: (2018-03-01)

A Modified Multifractal Detrended Fluctuation Analysis (MFDFA) Approach for Multifractal Analysis of Precipitation in Dongting Lake Basin, China
by: Xike Zhang, et al.
Published: (2019-04-01)

Multifractal Detrended Fluctuation Analysis of Streamflow in the Yellow River Basin, China
by: Erhui Li, et al.
Published: (2015-04-01)

Multifractal Detrended Fluctuation Analysis of Temperature Reanalysis Data over Greece
by: Kostas Philippopoulos, et al.
Published: (2019-06-01)

Multifractal manifold for rotating machinery fault diagnosis based on detrended fluctuation analysis
by: Yi Feng, et al.
Published: (2016-12-01)

Investigating Long-Range Dependence of Emerging Asian Stock Markets Using Multifractal Detrended Fluctuation Analysis
by: Faheem Aslam, et al.
Published: (2020-07-01)

Extraction of Frictional Vibration Features with Multifractal Detrended Fluctuation Analysis and Friction State Recognition
by: Jing-Ming Li, et al.
Published: (2020-02-01)

Application of Detrended Fluctuation Analysis and Detrended Cross-Correlation Analysis for Structural Health Monitoring
by: Haikal, Fajri, et al.
Published: (2015)

Fault Diagnosis of Electromechanical Actuator Based on VMD Multifractal Detrended Fluctuation Analysis and PNN
by: Hongmei Liu, et al.
Published: (2018-01-01)

Time-varying properties of asymmetric volatility and multifractality in Bitcoin.
by: Tetsuya Takaishi
Published: (2021-01-01)

Modeling Complex System Correlation Using Detrended Cross-Correlation Coefficient
by: Keqiang Dong, et al.
Published: (2014-01-01)

Multifractal detrended fluctuation analysis in examining scaling properties of the spatial patterns of soil water storage
by: A. Biswas, et al.
Published: (2012-03-01)

Multifractal Detrended Fluctuation Analysis of Congestive Heart Failure Disease Based on Constructed Heartbeat Sequence
by: Shan Li
Published: (2020-01-01)

Removal of Dust Microelectric Signal Based on Empirical Mode Decomposition and Multifractal Detrended Fluctuation Analysis
by: Jiming Li, et al.
Published: (2021-01-01)

Multifractal Detrended Fluctuation Analysis (MF-DFA) of Stock Market Indexes. Empirical Evidence from Seven Central and Eastern European Markets
by: Laura Raisa Miloş, et al.
Published: (2020-01-01)

Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis
by: Cristiana Vaz, et al.
Published: (2021-08-01)

Anomaly detection in Bitcoin market via price return analysis.
by: Fa-Bin Shi, et al.
Published: (2019-01-01)

Partial Discharge Intelligent Monitoring System Based on Multifractal Detrended Fluctuation Analysis and Gaussian Mixture Model
by: Jia-SingWang, et al.
Published: (2019)

On the return-volatility relationship in the Bitcoin market around the price crash of 2013
by: Elie Bouri, et al.
Published: (2017-02-01)

On the Return-volatility Relationship in the Bitcoin Market Around the Price Crash of 2013
by: Elie Bouri, et al.
Published: (2016-10-01)

Multifractal detrended fluctuation analysis of human EEG: preliminary investigation and comparison with the wavelet transform modulus maxima technique.
by: Todd Zorick, et al.
Published: (2013-01-01)

Spatial–Temporal Variability of Land Surface Temperature Spatial Pattern: Multifractal Detrended Fluctuation Analysis
by: Qin Nie, et al.
Published: (2020-01-01)

Alpha-Stable Distribution and Multifractal Detrended Fluctuation Analysis-Based Fault Diagnosis Method Application for Axle Box Bearings
by: Qing Xiong, et al.
Published: (2018-01-01)

A Hypothesis Test Method for Detecting Multifractal Scaling, Applied to Bitcoin Prices
by: Chuxuan Jiang, et al.
Published: (2020-05-01)

A Fault Diagnosis Method for Rolling Bearings Based on Feature Fusion of Multifractal Detrended Fluctuation Analysis and Alpha Stable Distribution
by: Qing Xiong, et al.
Published: (2016-01-01)

Generalized Structure Functions and Multifractal Detrended Fluctuation Analysis Applied to Vegetation Index Time Series: An Arid Rangeland Study
by: Ernesto Sanz, et al.
Published: (2021-05-01)

EMD Method for Minimizing the Effect of Seasonal Trends in Detrended Cross-Correlation Analysis
by: Keqiang Dong, et al.
Published: (2013-01-01)

The Analysis and Forecasting of the Bitcoin Return
by: Lun-Kang Liu, et al.
Published: (2018)

Policy uncertainty and Bitcoin returns
by: Imlak Shaikh
Published: (2020-09-01)

Generalized theory for detrending moving-average cross-correlation analysis: A practical guide
by: Akio Nakata, et al.
Published: (2019-09-01)

Using temporal detrending to observe the spatial correlation of traffic.
by: Alireza Ermagun, et al.
Published: (2017-01-01)