Cryptocurrency |
|
|
|
| ARCH-LM |
Bitcoin | 0.2511** | 0.4730 | 0.8492** | 0.9721** | 0.2035 |
(0.0000) | 0.4385 | (0.0000) | (0.0000) | (0.6519) | |
Litecoin | 0.4738** | 0.3868 | 0.8580** | 1.0137** | 0.0732 |
(0.0152) | (0.1632) | (0.0000) | (0.0000) | (0.7867) | |
Ripple | 0.5245** | 0.2851 | 0.6882** | 0.8900** | 0.0531 |
(0.0000) | (0.1654) | (0.0000) | (0.0000) | (0.8177) |