Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components.

Wątorek M, Skupień M, Kwapień J, Drożdż S

DOI: 10.1063/5.0165635
Published: 2023 Aug 1
Container: Chaos (Woodbury, N.Y.)
Publisher: Not recorded
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1063/5.0165635,
  title = {Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components.},
  author = {Wątorek M and Skupień M and Kwapień J and Drożdż S},
  year = {2023},
  journal = {Chaos (Woodbury, N.Y.)},
  doi = {10.1063/5.0165635},
  url = {https://doi.org/10.1063/5.0165635}
}

RIS

TY  - JOUR
TI  - Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components.
AU  - Wątorek M
AU  - Skupień M
AU  - Kwapień J
AU  - Drożdż S
PY  - 2023
JO  - Chaos (Woodbury, N.Y.)
DO  - 10.1063/5.0165635
UR  - https://doi.org/10.1063/5.0165635
ER  -

APA

M, W., M, S., J, K., & S, D. (2023). Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components.. Chaos (Woodbury, N.Y.). https://doi.org/10.1063/5.0165635

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pubmed · retrieved 2026-09-26T19:32:21.628Z