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The numbers of cryptocurrencies that reject the null hypothesis in terms of the MAE and MSE criteria in-sample procedure during the pre-COVID-19 and COVID-19 periods
| Period | Pre-COVID-19 | COVID-19 | ||
|---|---|---|---|---|
| Model | GAM | Tv-LMM | GAM | Tv-LMM |
| MAE | ||||
| LMM | 6 | 8 | 8 | 8 |
| GAM | 9 | 9 | ||
| MSE | ||||
| LMM | 5 | 8 | 7 | 8 |
| GAM | 9 | 9 | ||
