December 6, 2025EntropyOpen Access

Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market

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Analysis shows distinct spectral properties in cryptocurrency, suggesting robust interdependencies within complex systems.

Findings reveal unique spectral properties in currency markets, indicating the presence of significant outliers.
The analysis of 140 cryptocurrencies from 2021 to 2024 highlights market factors impacting fluctuations across scales.
Using multifractal detrended cross-correlation, the study identifies dependencies not captured by traditional methods.
This work points to a new approach for discerning genuine correlations in nonstationary financial systems.

Jarosz et al. (2025) studied this question.

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