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Explained: Why cryptocurrency jumps and falls on Elon Musk's tweetsTherefore, we inspect cryptocurrencies dynamics from a double-jump-diffusion point of view and reproduce price evolution through the stochastic volatility. This paper analyzes the relationship between price jumps and news sentiment in cryptocurrencies. We detect jumps at the intraday level and correlate their. Shares of companies in the cryptocurrency industry took off Wednesday as the rally in digital currencies continued.
