Applying RCMSE and MF-DFA to daily log-returns, the authors find Bitcoin has the highest multiscale entropy sum and the widest multifractal spectrum among the four assets.
Chaos, Solitons & F ractals 139, 109962 (2020)
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Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
Applying RCMSE and MF-DFA to daily log-returns, the authors find Bitcoin has the highest multiscale entropy sum and the widest multifractal spectrum among the four assets.