The Analysis of Multifractal Cross-Correlation Connectedness Between Bitcoin and the Stock Market

Andrii Bielinskyi, Vladimir N. Soloviev, Victoria Solovieva, Andriy Matviychuk, Serhiy Semerikov. The Analysis of Multifractal Cross-Correlation Connectedness Between Bitcoin and the Stock Market. In Emil Faure, Olena Danchenko, Maksym Bondarenko, Yurii Tryus, Constantine Bazilo, Grygoriy Zaspa, editors, Information Technology for Education, Science, and Technics - Proceedings of ITEST 2022, Cherkasy, Ukraine, 23-25 June 2022. Volume 178 of Lecture Notes on Data Engineering and Communications Technologies, pages 323-345, Springer, 2022. [doi]

Abstract

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