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Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time
This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to identify regimes in market correlation. Next, we inspect the r...
Autores principales: | James, Nick, Menzies, Max |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Netherlands
2022
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8721638/ https://www.ncbi.nlm.nih.gov/pubmed/35002075 http://dx.doi.org/10.1007/s11071-021-07166-9 |
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