Showing posts with label Wavelet coherence. Show all posts
Showing posts with label Wavelet coherence. Show all posts

Monday, October 7, 2019

7/10/19: Bitcoin, ethereum and ripple: a fractal and wavelet analysis


Myself and Professor Shaen Corbet of DCU have a new article on the LSE Business Review site covering our latest published research into cryptocurrencies valuations and dynamics: https://blogs.lse.ac.uk/businessreview/2019/10/07/bitcoin-ethereum-and-ripple-a-fractal-and-wavelet-analysis/.

The article profiles in non-technical terms our paper "Fractal dynamics and wavelet analysis: Deep volatility and return properties of Bitcoin, Ethereum and Ripple" currently in the process of publication with the The Quarterly Review of Economics and Finance (link here).