THE NEXUS BETWEEN TWITTER-BASED UNCERTAINTY AND CRYPTOCURRENCIES: A MULTIFRACTAL ANALYSIS

DOI10.1142/S0218348X23500275MaRDI QIDQ6159809zbMATH OpenOpenAlexFDO

Authors

Publication date 22 June 2023

Published in Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0218348x23500275

zbMATH Keywords

cross-correlationcryptocurrenciesmediaMFDCCATwitter-based uncertainty

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Fractals (28A80) Actuarial science and mathematical finance (91G99)

Cites work

• A jump-diffusion model for option pricing
• Boys will be boys: Gender, overconfidence, and common stock investment
• Multifractal detrended fluctuation analysis of nonstationary time series
• Price fluctuations and market activity

Cited in

(1)

• Examining interconnectedness between media attention and cryptocurrency markets: a transfer entropy story

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