Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Zhongwen Tong, Zhanbo Chen, Chen Zhu
Topics & Concepts
CryptocurrencyCorrelation dimensionEconometricsHurst exponentVolatility (finance)EconomicsVolatility clusteringNonlinear systemAutoregressive conditional heteroskedasticityEconophysicsDetrended fluctuation analysisMathematicsComputer scienceFractal dimensionFractalPhysicsStatisticsScalingGeometryComputer securityMathematical analysisQuantum mechanicsBlockchain Technology Applications and SecurityComplex Systems and Time Series AnalysisMarket Dynamics and Volatility