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Applied Network Science
Fig. 3 | Applied Network Science

Fig. 3

From: Spotting the stock and crypto markets’ rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classes

Fig. 3

Heatmaps for the return (a) and the volatility (b) cases involving all 406 spillover combinations. Lighter values indicate similarity of change-points across one spillover pair, darker values indicate dissimilarity. We find return change points across dependencies to correlate; volatility change-points slightly less so

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