Research article
Universality and heterogeneity of stylized facts in cryptocurrency and equity markets
Jaesung Kim, Changhee Cho, Jae Woo Lee
Chaos, Solitons & Fractals 213, Part 2 (2026), 119238
A comparison of shared statistical patterns and differences in temporal structure between cryptocurrencies and an equity-index futures benchmark.
DOI: 10.1016/j.chaos.2026.119238
Mini review
Understanding emerging properties through multi-scaling nature in the financial market
Changhee Cho, DongBeen Kim, Jae Sung Kim, Seung Hoon Noh, Jae Woo Lee
Frontiers in Physics 14 (2026), 1777840
A review of multiscale and multifractal methods for financial time series, including their interpretation and methodological limitations.
DOI: 10.3389/fphy.2026.1777840