Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market
Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale- and fluctuation-dependent correlation matrices using the mult...
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| Principais autores: | , , , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI AG
2025-12-01
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| Serier: | Entropy |
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| Online adgang: | https://www.mdpi.com/1099-4300/27/12/1236 |
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