---
title: Crypto Volatility Study
url: https://www.ml-quant.com/papers/ssrn/4954736/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4954736
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4954736
featured: 2024-09-18
citations: unknown
topic: Crypto & DeFi
---


# Crypto Volatility Study

The paper examines the volatility of the top 50 cryptocurrencies, noting similarities with other financial returns and unique features like distinct volatility patterns and increasing correlation with the U.S. stock market.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4954736
- Identifier: SSRN 4954736
- Released: 2024-09-10
- First featured: Quant Letter No. 66 (2024-09-18): https://www.ml-quant.com/issues/2024-09-18/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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