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. 2020 Jun 18;36:101647. doi: 10.1016/j.frl.2020.101647

Table 3.

Multifractality results before and after the COVID-19 pandemic.

Δα ΔHq Hurst average Fractal dimension(d) LML Ranking
Bitcoin Before 0.5155 0.2895 0.66809091 1.331909 0.18235 1
After 0.521 0.2998 0.53953636 1.460464 0.1489 4
Ethereum Before 0.5351 0.3215 0.7002818 1.299718 0.18615 3
After 0.3655 0.1607 0.6208545 1.379145 0.08035 1
Ripple Before 0.5896 0.3724 0.65653636 1.343464 0.18595 2
After 0.4485 0.2221 0.63010909 1.369891 0.11105 2
Litecoin Before 0.8805 0.5485 0.72150909 1.278491 0.27425 4
After 0.5351 0.3451 0.6234636 1.376536 0.17255 5
Binance Before 0.9796 0.6888 0.69201818 1.307982 0.3444 5
After 0.5208 0.2588 0.57871818 1.421282 0.1294 3