We explore the scaling properties of price-volatility nexus in cryptocurrency markets and address the issue of the asymmetric volatility effect within a framework of fractal analysis .
<meaning-changed> We explore the scaling properties of price-volatility nexus in cryptocurrency markets and address the issue of the asymmetric volatility effect within a framework of fractal analysis .
Asymmetric relationship between price and volatility is a prominent feature of the financial market time series. This paper explores the price-volatility nexus in cryptocurrency markets and address the issue of the asymmetric volatility effect within a framework of fractal analysis .