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The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...
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the stock prices of these companies using entropy measures. The entropy and Mutual Information (MI) statistics permit an …
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parameterization and scaling, which are key features of GAS models compared to other observation driven models. The Dudley entropy …
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