[HTML][HTML] Persistence in complex systems

S Salcedo-Sanz, D Casillas-Pérez, J Del Ser… - Physics Reports, 2022‏ - Elsevier
Persistence is an important characteristic of many complex systems in nature, related to how
long the system remains at a certain state before changing to a different one. The study of …

[HTML][HTML] The Impact of COVID-19 on Weak-Form Efficiency in Cryptocurrency and Forex Markets

PI Zitis, S Kakinaka, K Umeno, SG Stavrinides… - Entropy, 2023‏ - mdpi.com
The COVID-19 pandemic has had an unprecedented impact on the global economy and
financial markets. In this article, we explore the impact of the pandemic on the weak-form …

[HTML][HTML] Inner Multifractal Dynamics in the Jumps of Cryptocurrency and Forex Markets

H Ali, M Aftab, F Aslam, P Ferreira - Fractal and Fractional, 2024‏ - mdpi.com
Jump dynamics in financial markets exhibit significant complexity, often resulting in
increased probabilities of subsequent jumps, akin to earthquake aftershocks. This study …

Multifractal analysis of Bitcoin price dynamics

C Bucur, BG Tudorică, A Bâra… - Journal of Business …, 2025‏ - journals.vilniustech.lt
Abstract This research employs Multifractal Detrended Fluctuation Analysis (MFDFA) to
investigate multifractal properties in financial variables, including Bitcoin prices and …

Pricing efficiency in cryptocurrencies: the case of centralized and decentralized markets

LM Almeida, MS Perlin, FM Müller - Journal of Economics and Business, 2024‏ - Elsevier
This article presents a comparative analysis of the Ethereum (ETH) weak form of market
efficiency priced in Bitcoin (BTC), Dai (DAI), and Tether (USDT). The investigation …