Structural Change Analysis of Active Cryptocurrency Market
C.Y.Tan, Y.B.Koh, K.H.Ng, K.H.Ng
TL;DR
This paper investigates the structural changes in the active cryptocurrency market to understand its dynamics and potential vulnerabilities over time.
Contribution
It introduces a novel framework for detecting and analyzing structural shifts in cryptocurrency market data.
Findings
Identified key periods of market structural change.
Highlighted the impact of external events on market dynamics.
Provided insights into market stability and risk periods.
Abstract
Structural Change Analysis of Active Cryptocurrency Market
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