Fig. 1From: Spotting the stock and crypto markets’ rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classesChange-points on return spillovers (for an illustrative, small-scale study) using the bidirectional algorithm (Bhaduri 2018) described in section "Change-detection algorithms". Times of strong structural shifts are marked in red. The period bordered by two neighboring strips become a stationary epoch, with unaltering statistical featuresBack to article page