Volatility Dynamics of Non-Linear Volatile Time Series and Analysis of Information Flow: Evidence from Cryptocurrency Data.

Entropy (Basel) · 2022 · PMC9601717 · PMID 37420430

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an increasing trendno p-value reported

BTC and LTC log-returns series gained the highest Mutual-Information (MI), whereas realized volatilities (RV) estimates show an increasing trend of gained MI as the time window jumps from one month to one year.

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