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Table 1 Descriptive statistics

From: Cue the volatility spillover in the cryptocurrency markets during the COVID-19 pandemic: evidence from DCC-GARCH and wavelet analysis

 

BTC

ETH

XLM

XRP

USDT

ADA

LTC

EOS

Mean price ($)

12,056

337

0.089

0.255

1.001

0.093

60.21

2.885

Median price ($)

9638

240

0.073

0.234

1.001

0.083

48.67

2.699

Maximum price ($)

40,519

1411

0.315

0.684

1.021

0.393

175.6

5.371

Minimum price ($)

4955

108

0.034

0.139

0.978

0.024

32.05

1.856

Total return (%)

717.7

1206

826.5

392.1

4.39

15.37

447.9

189.4

Cumulative returns (%)

281.2

651.7

284.1

4.68

0.25

703.2

139.9

− 19.9

Standard deviation

6973

247

0.055

0.097

0.002

0.067

27.63

0.566

Skewness

2.317

2.261

2.410

2.567

 − 1.380

2.014

2.265

1.844

Kurtosis

8.046

8.528

8.932

9.501

51.46

8.112

7.862

6.879

Jarque–Bera

852.7

926.5

1061.4

1246.5

42,805.3

769.5

802.1

520.6

Probability

0.000

0.000

0.000

0.000

0.000

0.000

0.000

0.000

Observations

436

436

436

436

436

436

436

436

  1. The abbreviations of the series can be listed as follows: BTC: Bitcoin, ETH: Ethereum, XLM: Stellar, XRP: Ripple, USDT: Tether, ADA: Cardano, LTC: Litecoin, EOS: Eos. All the data is obtained from the CoinDesk, covering the period from November 17, 2019 until January 25, 2021. The total return is measured based on the maximum and minimum prices of crypto assets. The cumulative returns are calculated yearly