Signatures of Maturity in Cryptocurrency Market

• Other Authors: Drożdż, Stanisław (Editor), Kwapień, Jarosław (Editor), Wątorek, Marcin (Editor)
• Format: Electronic Book Chapter
• Language: English
• Published: MDPI - Multidisciplinary Digital Publishing Institute 2023
• Subjects: Research & information: general; Mathematics & science; public-key cryptosystem; error correcting code; bounded distance decoding; blockchain technology; cryptocurrency; Kolmogorov entropy; DAO; metaverse; Bitcoin carbon footprint; Bitcoin mining; energy consumption; FIGARCH; MFDFA; long memory; Hurst exponent; permanent policy; cryptocurrencies; noise and trend effects; tick-by-tick data; network structure; community detection; COVID-19; AI; business development; information processing; volatility; precision; financial development; bitcoin; ADCC-GARCH; diversifier; hedge; safe haven; anomaly score; Mahalanobis distance; minimum covariance determinant; shrinkage estimators; blockchain; edge computing; electric vehicles; Ethereum; P2P charging; DeFi; oracle; automated market makers; decentralized exchange; lending protocol; forex market; complexity; entropy; multifractal analysis; complex systems; financial crisis; econophysics; financial markets; cross-correlations; multiscale; time series; fluctuations; correlations; multifractality; market maturity; market impact; collective dynamics; time series analysis; portfolio optimization
• Online Access: DOAB: download the publication; DOAB: description of the publication

Since the introduction of Bitcoin in 2009, the cryptocurrency market has experienced exponential expansion. Evolving from sets of transactions primarily conducted on Internet fora into a significant market valued at over 1.2 trillion USD as of August 2023, today cryptocurrency trading occurs 24/7 on...