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Financial Innovation
Fig. 8 | Financial Innovation

Fig. 8

From: Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?

Fig. 8

Rolling window Cram´er-von Mises tests n = 240. Notes The figures display the Cram´er-von Mises (CvM) tests based on the blockwise wild bootstrap. Under the null hypothesis of white noise, the confidence band is produced using a blockwise wild bootstrap of 5000 iterations for each window. The solid black lines reflect the CvM test statistics, while red, dotted lines represent 5% critical values (95% confidence bands). Each point on the horizontal axis represents the initial date of each window

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