How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality
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Title
How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality
Authors
Keywords
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Journal
QUANTITATIVE FINANCE
Volume -, Issue -, Pages 1-22
Publisher
Informa UK Limited
Online
2023-10-25
DOI
10.1080/14697688.2023.2266448
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