What I have heard, which makes a lot of sense, is that the winter winds can be drying. Well, if the wind takes the water out of the upper part of the tree and the ground is frozen, the upper part gets dehydrated and dies because it can't replace the water. Even if the ground isn't frozen, if the wind is constant it can dry out small twigs and buds.
So, protect it from the hard winds. I don't worry about them much around here because winter humidity for me us usually over 50% and it rarely gets cold enough to freeze very long. But, in New York, you need to worry about harsh winds. Put the tree in a box with the sides several inches higher than the tree. It will get some sun. You could put some kind of insulation in the bottom, too, which might help but probably won't hurt.
If you were in Europe I would have said 10 centimeters.