Bielinskyi, Andrii; Soloviev, Vladimir; Solovieva, Victoria; Matviychuk, Andriy; Семеріков, Сергій Олексійович; Соловйов, Володимир Миколайович
(Springer, Cham, 2023-06-18)
In this study, we examine the multifractal cross-correlation relationships between stock and cryptocurrency markets. The measures of complexity which can serve as indicators (indicators-precursors) in both markets are ...