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Table 6 The numbers of cryptocurrencies that reject the null hypothesis in terms of the MAE and MSE criteria in-sample procedure during the pre-COVID-19 and COVID-19 periods

From: Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods

Period

Pre-COVID-19

COVID-19

Model

GAM

Tv-LMM

GAM

Tv-LMM

MAE

    

 LMM

6

8

8

8

 GAM

 

9

 

9

MSE

    

 LMM

5

8

7

8

 GAM

 

9

 

9