Jiaqi Liang, Linjing Li, Daniel Zeng, Yunwei Zhao. Correlation-based Dynamics and Systemic Risk Measures in the Cryptocurrency Market. In 2018 IEEE International Conference on Intelligence and Security Informatics, ISI 2018, Miami, FL, USA, November 9-11, 2018. pages 43-48, IEEE, 2018. [doi]
Abstract is missing.