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10.1016/j.physa.2020.125581 http://scihub22266oqcxt.onion/10.1016/j.physa.2020.125581 33250564!7687370!33250564     free     free     free       Physica+A 2021 ; 565 (?): 125581 Nephropedia Template TP {{tp|p=33250564|t=2021. Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 |pdf=|usr=}}{{33250564}} gab.com Text Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 JO: Physica A http://www.kidney.de/pget.php?&tw=1&pmid=33250564 #FOAvip This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cryptocurrencies, we examine extreme behaviour through a study of distribution extremities, and erratic behaviour through structural breaks. First, we analyse the structure of the market as a whole and observe a reduction in self-similarity as a result of COVID-19, particularly with respect to structural breaks in variance. Second, we compare and contrast these two behaviours, and identify individual anomalous cryptocurrencies. Tether (USDT) and TrueUSD (TUSD) are consistent outliers with respect to their returns, while Holo (HOT), NEXO (NEXO), Maker (MKR) and NEM (XEM) are frequently observed as anomalous with respect to both behaviours and time. Even among a market known as consistently volatile, this identifies individual cryptocurrencies that behave most irregularly in their extreme and erratic behaviour and shows these were more affected during the COVID-19 market crisis. Twit Text FOAVip Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 ????Physica A http://www.kidney.de/pget.php?&tw=1&pmid=33250564 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=33250564 #FOAvip English Wikipedia <ref>{{Cite pmid|33250564}}</ref> Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 #MMPMID33250564 James N; Menzies M; Chan J Physica A 2021[Mar]; 565 (?): 125581 PMID33250564show ga This paper introduces new methods for analysing the extreme and erratic behaviour of time series to evaluate the impact of COVID-19 on cryptocurrency market dynamics. Across 51 cryptocurrencies, we examine extreme behaviour through a study of distribution extremities, and erratic behaviour through structural breaks. First, we analyse the structure of the market as a whole and observe a reduction in self-similarity as a result of COVID-19, particularly with respect to structural breaks in variance. Second, we compare and contrast these two behaviours, and identify individual anomalous cryptocurrencies. Tether (USDT) and TrueUSD (TUSD) are consistent outliers with respect to their returns, while Holo (HOT), NEXO (NEXO), Maker (MKR) and NEM (XEM) are frequently observed as anomalous with respect to both behaviours and time. Even among a market known as consistently volatile, this identifies individual cryptocurrencies that behave most irregularly in their extreme and erratic behaviour and shows these were more affected during the COVID-19 market crisis. ?Changes to the extreme and erratic behaviour of cryptocurrencies durin(epmc).pdf DeepDyve Pubget Overpricing