Publication | Open Access

Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis

Market MicrostructureIntraday Downward/upward MultifractalityFinancial EconomicsAsset PricingHigh-frequency TradingMarket TrendManagementBusinessLong MemoryEthereum MarketsCryptocurrencyFinanceFinancial Crisis