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Complexity traits and synchrony of cryptocurrencies price dynamics
2021
Decisions in Economics and Finance
AbstractIn this study, we characterized the dynamics and analyzed the degree of synchronization of the time series of daily closing prices and volumes in US$ of three cryptocurrencies, Bitcoin, Ethereum, and Litecoin, over the period September 1,2015–March 31, 2020. Time series were first mapped into a complex network by the horizontal visibility algorithm in order to revel the structure of their temporal characters and dynamics. Then, the synchrony of the time series was investigated to
doi:10.1007/s10203-021-00319-w
fatcat:sucu7cfxbvhivbypht7hnrwj44