Collective behavior of cryptocurrency price changes - Stosic, Darko; Stosic, Dusan; Ludermir, Teresa B.; Stosic, Tatijana (Physica A, 2018)
Keywords: Bitcoin; Correlation matrix; Cryptocurrencies; Minimum spanning tree; Partial correlation matrix; Random matrix theory; Cryptocurrencies; Random matrix theory; Correlation matrix; Partial correlation matrix; Minimum spanning tree; Bitcoin