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

DOI10.1142/s0218348x23500275zbMath1519.91292OpenAlexW4363679398MaRDI QIDQ6159809

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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

• Multifractal detrended fluctuation analysis of nonstationary time series
• A Jump-Diffusion Model for Option Pricing
• Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
• Price fluctuations and market activity

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