Author(s): Lahmiri S; Boukadoum M; Di Ieva A;

Several natural phenomena can be described by studying their statistical scaling patterns, hence leading to simple geometrical interpretation. In this regard, fractal geometry is a powerful tool to describe the irregular or fragmented shape of natural features, using spatial or time-domain statistical scaling laws (power-law behavior) to characterize real ...

Article GUID: 38468046

Author(s): Foroutan P; Lahmiri S;

Understanding the dynamics of cryptocurrency markets during financial crises such as the recent one caused by the COVID-19 pandemic is crucial for policy makers and investors. In this study, the effect of COVID-19 pandemic on the return-volatility and return-volume relationships for the ten most traded cryptocurrencies, namely Tether, Bitcoin, Ethereum, R ...

Article GUID: 36068915

Author(s): Lahmiri S; Tadj C; Gargour C;

Multifractal behavior in the cepstrum representation of healthy and unhealthy infant cry signals is examined by means of wavelet leaders and compared using the Student t-test. The empirical results show that both expiration and inspiration signals exhibit clear evidence of multifractal properties under healthy and unhealthy conditions. In addition, expira ...

Article GUID: 36010830

Author(s): Lahmiri S; Bekiros S;

The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poor's 500), precious metals (Gold and Silver), and energy markets (West Texas Instruments, Brent, and Gas ...

Article GUID: 33286604

Author(s): Lahmiri S; Bekiros S;

The COVID-19 pandemic has seriously affected world economies. In this regard, it is expected that information level and sharing between equity, digital currency, and energy markets has been altered due to the pandemic outbreak. Specifically, the resulting twisted risk among markets is presumed to rise during the abnormal state of world economy. The purpos ...

Article GUID: 32834621

Author(s): Lahmiri S; Bekiros S;

We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximate Entropy (ApEn), which are robust to small samples, are applied to price time series in order to es ...

Article GUID: 32501379