Dependency Structures in Cryptocurrency Market from High to Low Frequency

We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital currency exchange. We study how the structure of the Minimum Spanning Tree (MST) and the Triangulated Maximally Filtered Graph (TMFG) evolve from h...

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Detalles Bibliográficos
Autores principales: Briola, Antonio, Aste, Tomaso
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689460/
https://www.ncbi.nlm.nih.gov/pubmed/36359637
http://dx.doi.org/10.3390/e24111548

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689460/
https://www.ncbi.nlm.nih.gov/pubmed/36359637
http://dx.doi.org/10.3390/e24111548

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