High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets

DOI10.1016/J.CHAOS.2019.109563zbMATH Open1434.91048OpenAlexW2995512463WikidataQ126567310 ScholiaQ126567310MaRDI QIDQ2185136FDOQ2185136

Authors: Maurice Omane-Adjepong, Imhotep Paul Alagidede 

Publication date: 4 June 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.109563

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zbMATH Keywords

chaosLyapunov exponentnonlinearityemerging marketscryptocurrency

Mathematics Subject Classification ID

Economic time series analysis (91B84) Dynamical systems in optimization and economics (37N40)

Cites Work

• A test for independence based on the correlation dimension
• Ten Lectures on Wavelets
• Entropy testing for nonlinear serial dependence in time series
• High level chaos in the exchange and index markets
• Chaos, randomness and multi-fractality in bitcoin market
• Cryptocurrency forecasting with deep learning chaotic neural networks

Cited In (2)

• Return and volatility spillovers among cryptocurrencies
• Solving the chaos model-data paradox in the cryptocurrency market

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