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10.1016/j.chaos.2020.109936 http://scihub22266oqcxt.onion/10.1016/j.chaos.2020.109936 32501379!7254002!32501379     free     free     free Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 213.6 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534 Deprecated: Implicit conversion from float 247.2 to int loses precision in C:\Inetpub\vhosts\kidney.de\httpdocs\pget.php on line 534       Chaos+Solitons+Fractals 2020 ; 138 (ä): 109936 Nephropedia Template TP {{tp|p=32501379|t=2020. The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets |pdf=|usr=}}{{32501379}} gab.com Text The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets JO: Chaos Solitons Fractals http://www.kidney.de/pget.php?&tw=1&pmid=32501379 #FOAvip We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximate Entropy (ApEn), which are robust to small samples, are applied to price time series in order to estimate degrees of stability and irregularity in cryptocurrency and international stock markets. The amount of regularity infers on the unpredictability of fluctuations. The t-test and F-test are performed on estimated LLE and ApEn. In total, 36 statistical tests are performed to check for differences between time periods (pre- versus during COVID-19 pandemic samples) on the one hand, as well as check for differences between markets (cryptocurrencies versus stocks), on the other hand. During the COVID-19 pandemic period it was found that (a) the level of stability in cryptocurrency markets has significantly diminished while the irregularity level significantly augmented, (b) the level of stability in international equity markets has not changed but gained more irregularity, (c) cryptocurrencies became more volatile, (d) the variability in stability and irregularity in equities has not been affected, (e) cryptocurrency and stock markets exhibit a similar degree of stability in price dynamics, whilst finally (f) cryptocurrency exhibit a low level of regularity compared to international equity markets. We find that cryptos showed more instability and more irregularity during the COVID-19 pandemic compared to international stock markets. Thus, from an informational efficiency perspective, investing in digital assets during big crises as the COVID-19 pandemic, could be considered riskier as opposed to equities. Twit Text FOAVip The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets ????Chaos Solitons Fractals http://www.kidney.de/pget.php?&tw=1&pmid=32501379 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32501379 #FOAvip English Wikipedia <ref>{{Cite pmid|32501379}}</ref> The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets #MMPMID32501379 Lahmiri S; Bekiros S Chaos Solitons Fractals 2020[Sep]; 138 (ä): 109936 PMID32501379show ga We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximate Entropy (ApEn), which are robust to small samples, are applied to price time series in order to estimate degrees of stability and irregularity in cryptocurrency and international stock markets. The amount of regularity infers on the unpredictability of fluctuations. The t-test and F-test are performed on estimated LLE and ApEn. In total, 36 statistical tests are performed to check for differences between time periods (pre- versus during COVID-19 pandemic samples) on the one hand, as well as check for differences between markets (cryptocurrencies versus stocks), on the other hand. During the COVID-19 pandemic period it was found that (a) the level of stability in cryptocurrency markets has significantly diminished while the irregularity level significantly augmented, (b) the level of stability in international equity markets has not changed but gained more irregularity, (c) cryptocurrencies became more volatile, (d) the variability in stability and irregularity in equities has not been affected, (e) cryptocurrency and stock markets exhibit a similar degree of stability in price dynamics, whilst finally (f) cryptocurrency exhibit a low level of regularity compared to international equity markets. We find that cryptos showed more instability and more irregularity during the COVID-19 pandemic compared to international stock markets. Thus, from an informational efficiency perspective, investing in digital assets during big crises as the COVID-19 pandemic, could be considered riskier as opposed to equities. äThe impact of COVID-19 pandemic upon stability and sequential irregula(epmc).pdf DeepDyve Pubget Overpricing