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Table 1 Descriptive statistics

From: Discovering interlinkages between major cryptocurrencies using high-frequency data: new evidence from COVID-19 pandemic

  Mean Maximum Minimum SD Skewness Kurtosis Jarque–Bera Q-stat ARCH ADF[C] ADF[C+T]
Panel A. Pre COVID-19
BTC 0.000009 0.107  − 0.096 0.008 0.041 28.743 301,467a 21.216a 120.06a  − 106.37a  − 106.37a
ETH  − 0.000050 0.129  − 0.138 0.010  − 0.209 27.573 274,772a 23.354a 76.898a  − 107.06a  − 107.06a
LTC  − 0.000033 0.115  − 0.150 0.012  − 0.095 18.213 105,302a 101.71a 172.94a  − 80.373a  − 80.376a
  Mean Maximum Minimum SD Skewness Kurtosis Jarque–Bera Q-stat ARCH ADF-1 ADF-2
Panel B. COVID-19
BTC  − 0.000059 0.188  − 0.172 0.012  − 0.877 82.750 582,223a 34.127a 95.741a  − 36.559a  − 36.566a
ETH 0.000011 0.201  − 0.232 0.014  − 1.713 70.278 415,236a 45.686a 60.630a  − 52.153a  − 52.165a
LTC  − 0.000030 0.164  − 0.196 0.015  − 0.648 32.614 80,397a 68.992a 155.18a  − 53.489a  − 53.501a
  1. BTC, Bitcoin; ETH, Ethereum; LTC, Litecoin; ETC. Q-stat denotes the Ljung–Box Q-statistics. The ARCH test refers to the LM-ARCH test of Engle (1982). ADF[C] refers to the augmented dickey fuller test with constant. ADF[C+T] indicates the augmented dickey fuller test with constant and trend
  2. aIndicate the statistical significance at 1%, 5% and 10% respectively