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

The creativity and emergence of biological and psychological behavior tend to be nonlinear,
and correspondingly, biological and psychological measures contain degrees of irregularity …

As a form of cryptocurrency, the issue of informational efficiency of Bitcoin has received
much attention recently. We add to the literature by investigating nine forms of …

For stationary time series, the cross-covariance and the cross-correlation as functions of time
lag n serve to quantify the similarity of two time series. The latter measure is also used to …

There are a number of situations in which several signals are simultaneously recorded in
complex systems, which exhibit long-term power-law cross correlations. The multifractal …

Half a century ago Hurst introduced Rescaled Range (R/S) Analysis to study fluctuations in
time series. Thousands of works have investigated or applied the original methodology and …

An efficient market has been theoretically proven to be a key component for effective and
efficient resource allocation in an economy. This paper incorporates econophysics with …

When common factors strongly influence two power-law cross-correlated time series
recorded in complex natural or social systems, using detrended cross-correlation analysis …

The price behavior of cryptocurrencies relative to conventional currencies remains relatively
understudied, despite some attempts that consider the Bitcoin market. This study examines …

Notwithstanding the significant efforts to develop estimators of long-range correlations (LRC)
and to compare their performance, no clear consensus exists on what is the best method …