 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 . Furthermore, asymmetric reactions in the volatility process to price fluctuations between uptrend (bull) and downtrend (bear) regimes are discussed from the viewpoint of cross-correlations quantified by the asymmetric DCCA coefficient , which is a different approach from the conventional GARCH-class models .
<meaning-changed>  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 . Furthermore, asymmetric reactions in the volatility process to price fluctuations between uptrend (bull) and downtrend (bear) regimes are discussed from the viewpoint of cross-correlations quantified by the asymmetric DCCA coefficient , which is a different approach from the conventional GARCH-class models .
 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 (LTC) during the period from June 1, 2016 to December 28, 2020 are investigated using the MF-ADCCA method and quantified via the viewpoint of cross-correlations quantified by the asymmetric DCCA coefficient , which is a different approach from the conventional GARCH-class models .