Fractional and fractal processes applied to cryptocurrencies price series (2021)
- Authors:
- USP affiliated authors: DAVID, SERGIO ADRIANI - FZEA ; NUNES, RUBENS - FZEA ; INACIO JUNIOR, CLAUDIO MARCIO CASSELA - ICMC
- Unidades: FZEA; ICMC
- DOI: 10.1016/j.jare.2020.12.012
- Subjects: GEOMETRIA E MODELAGEM COMPUTACIONAL; DINHEIRO ELETRÔNICO; NEGÓCIOS; SIMULAÇÃO
- Keywords: Computer modeling; Business and management; Simulation; Chaotic dynamics; Prediction; Bitcoin
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Advanced Research
- ISSN: 2090-1232
- Volume/Número/Paginação/Ano: v. 32, p. 85-98, 2021
- Este artigo possui versão em acesso aberto
- URL de acesso aberto
- Versão do Documento: Versão publicada (Published version)
-
Status: Artigo publicado em periódico de acesso aberto (Gold Open Access) -
ABNT
DAVID, Sérgio Adriani et al. Fractional and fractal processes applied to cryptocurrencies price series. Journal of Advanced Research, v. 32, p. 85-98, 2021Tradução . . Disponível em: https://doi.org/10.1016/j.jare.2020.12.012. Acesso em: 13 mar. 2026. -
APA
David, S. A., Inacio Junior, C. M. C., Nunes, R., & Machado, J. A. T. (2021). Fractional and fractal processes applied to cryptocurrencies price series. Journal of Advanced Research, 32, 85-98. doi:10.1016/j.jare.2020.12.012 -
NLM
David SA, Inacio Junior CMC, Nunes R, Machado JAT. Fractional and fractal processes applied to cryptocurrencies price series [Internet]. Journal of Advanced Research. 2021 ; 32 85-98.[citado 2026 mar. 13 ] Available from: https://doi.org/10.1016/j.jare.2020.12.012 -
Vancouver
David SA, Inacio Junior CMC, Nunes R, Machado JAT. Fractional and fractal processes applied to cryptocurrencies price series [Internet]. Journal of Advanced Research. 2021 ; 32 85-98.[citado 2026 mar. 13 ] Available from: https://doi.org/10.1016/j.jare.2020.12.012 - Dynamic price interactions in energy commodities benchmarks: insights from multifractal analysis during crisis periods
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