Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

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 …

The cryptocurrency market has emerged in recent years with profound implications to central
financial institutions such as banking. Bitcoin and other popular cryptocurrencies were …

We performed a systematic analysis to investigate the multifractal properties and Efficient
Market Hypothesis (EMH) in time series of volatility for NYMEX (New York Mercantile …

The stock, bond and fund markets are three important components of a financial market, and
the volatility of the markets and correlations between the markets have been paid extensive …

In this study, we investigate multifractal nature of return and volatility (proxied by absolute
and squared returns) series of Bitcoin and gold throughout full sample periods and sub …

In this paper, we applied the Multifractal Detrended Fluctuations Analysis (MF-DFA) to
investigate the components of the observed multifractality in time series of 6 Brazilian …

The Efficient Market Hypothesis (EMH) can be considered the central pillar of support of the
Modern Economic-Financial Theory. However, in the last few years, the EMH has been …

Epilepsy is a common neurological disorder characterized by recurring seizures, but its
underlying mechanisms remain poorly understood. Despite extensive research, there are …

The relationship between environmental degradation and economic growth has become a
prominent topic in recent decades, increasing multidisciplinary approaches across a wide …