Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market

Fuente: arXiv

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Bibliographic Details
Main Authors:	Drożdż, Stanisław, Jarosz, Paweł, Kwapień, Jarosław, Skupień, Maria, Wątorek, Marcin
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Computational Engineering, Finance, and Science Data Analysis, Statistics and Probability Applications
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2512.06473