The article discusses a method to group financial assets based on how they behave together over time. By looking at how their values move in sync, the researchers can create clusters of assets that are similar in terms of risk. They use a measure called the lower tail dependence coefficient to do this, which helps identify assets that tend to move together, especially during market downturns. The researchers also consider how the volatility of the market affects these groupings. Overall, the study shows that by analyzing these patterns, they can better understand how different assets interact in the financial market.