Fig. 6
From: Heterogeneity in the volatility spillover of cryptocurrencies and exchanges
The dynamic composition of total exchange volatility connectedness for 6 coins. Notes: This figure illustrates the moving-window estimation of total connectedness for BTC, EOS, ETH, LTC, XLM, and XRP in the frequency domain. The estimation window is set at 180 days (half a year). The total connectedness decomposed into 1–5 days, 5–22 days, and 22 + days terms are estimated in the same way as Fig. 3. The green line in each panel is the specific cryptocurrency price in USD