Correlation-based Dynamics and Systemic Risk Measures in the Cryptocurrency Market

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]

@inproceedings{LiangLZZ18,
  title = {Correlation-based Dynamics and Systemic Risk Measures in the Cryptocurrency Market},
  author = {Jiaqi Liang and Linjing Li and Daniel Zeng and Yunwei Zhao},
  year = {2018},
  doi = {10.1109/ISI.2018.8587395},
  url = {https://doi.org/10.1109/ISI.2018.8587395},
  researchr = {https://researchr.org/publication/LiangLZZ18},
  cites = {0},
  citedby = {0},
  pages = {43-48},
  booktitle = {2018 IEEE International Conference on Intelligence and Security Informatics, ISI 2018, Miami, FL, USA, November 9-11, 2018},
  publisher = {IEEE},
  isbn = {978-1-5386-7848-0},
}