Before revision:  This letter fills an important gap in the literature, by studying the informational efficiency using a multi-scaling methodology, which represents a new approach. We compute the generalized Hurst exponent of eighty-four cryptoassets daily returns. The multi-scaling methodology used in this paper find compelling evidence that cryptocurrencies have different degree of long range dependence, and --more importantly -- follow different stochastic processes.
After revision:  This letter fills an important gap in the literature, by studying the informational efficiency using a multi-scaling methodologies. We find compelling evidence that cryptocurrencies have different degree of long range dependence, and --more importantly -- follow different stochastic processes.