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Financial Innovation
Fig. 7 | Financial Innovation

Fig. 7

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

Fig. 7

Autocorrelations with Window Size n = 720 (Fixed Block Size). Notes The figure displays autocorrelations with lag h = 1 over rolling windows. Correlations are shown by solid black lines, while 95% confidence bands are represented by dotted red lines. Under the null hypothesis of white noise, the confidence band is produced using a blockwise wild bootstrap of 5000 iterations for each window. Each point on the horizontal axis represents the initial date of each window

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