Collective behavior of cryptocurrency price changes
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Andr'es Garc'ia Medina & Graciela Gonz'alez-Far'ias, 2019. "Determining the number of factors in a forecast model by a random matrix test: cryptocurrencies," Papers 1905.00545, arXiv.org.
More about this item
KeywordsCorrelation matrix; Partial correlation matrix; Random matrix theory; Minimum spanning tree; Cryptocurrencies; Bitcoin;
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