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Financial Innovation

Table 3 Rejection ratio of cram´er-von mises test over rolling windows

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

 

Bitcoin

Ethereum

Binance

XRP

Ethereum classic

Litecoin

n = 240

0.00404

0.00692

0.0060

0.0000

0.0000

0.0512

n = 480

0.00328

0.00407

0.0024

0.0000

0.0000

0.0000

n = 720

0.00273

0.00451

0.0009

0.0000

0.0000

0.0029

  1. The table reports the ratio of rolling windows. At the 5% level, the null hypothesis of white noise is rejected
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