Fig. 9From: Robust estimation of time-dependent precision matrix with application to the cryptocurrency marketConditional correlations around April 30 2021, using the bandwidth parameter \(h=20\) (first row), \(h=50\) (second row) and \(h=100\) (third row). The parameter \(\gamma\) refers to the robustness parameter: \(\gamma =0\) means no robust approachBack to article page