Before revision:  The MF-ADCCA method is applied to examine nonlinear interactions and asymmetric multifractality of cross-correlations between price and volatility for Bitcoin  , Ethereum, Ripple, and Litecoin .
After revision:  The MF-ADCCA method is applied to examine nonlinear interactions and asymmetric multifractality of cross-correlations between price and volatility for Bitcoin , and Litecoin .