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

DOI10.1142/S0218348X23500275zbMATH Open1519.91292OpenAlexW4363679398MaRDI QIDQ6159809FDOQ6159809

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
• Multifractal detrended fluctuation analysis of nonstationary time series
• Boys will be boys: Gender, overconfidence, and common stock investment
• Price fluctuations and market activity

Cited In (1)

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

This page was built for publication: THE NEXUS BETWEEN TWITTER-BASED UNCERTAINTY AND CRYPTOCURRENCIES: A MULTIFRACTAL ANALYSIS

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6159809)