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. 2021 May 18;7(1):38. doi: 10.1186/s40854-021-00247-z

Table 9.

Tv-LMM via KFMR parameter estimates (with standard errors) of cryptocurrencies during the COVID-19 period

Period	COVID-19
Cryptocurrencies	$\hat{Q_{i}}$	$\hat{H_{i}}$	$\hat{ϕ_{i}}$	$\hat{α_{i}}$	$\hat{\bar{β_{i}}}$	Adjusted $R^{2}$
BPI	0.1302	0.0001	0.0000	0.0008	0.7931	0.952
BPI	(0.0308)	(0.0000)	(0.0000)	(0.0000)	(0.0316)
ETH	0.1387	0.0001	0.1340	− 0.0001	1.2245	0.962
ETH	(0.0468)	(0.0000)	(0.0471)	(0.0000)	(0.0563)
XRP	0.0667	0.0002	0.0000	− 0.0011	0.8822	0.871
XRP	(0.0346)	(0.0000)	(0.0000)	(0.0000)	(0.0353)
BCH	0.0680	0.0002	0.1519	− 0.0015	1.0349	0.878
BCH	(0.0291)	(0.0000)	(0.0705)	(0.0000)	(0.0477)
BNB	0.0006	0.0006	0.9571	0.0010	0.9955	0.666
BNB	(0.0018)	(0.0001)	(3.7163)	(0.0000)	(0.0746)
LINK	0.4621	0.0014	0.2840	0.0019	1.5011	0.713
LINK	(0.3672)	(0.0002)	(0.2164)	(0.0000)	(0.1837)
CRO	0.0153	0.0006	0.8692	0.0013	0.7841	0.593
CRO	(0.0236)	(0.0001)	(1.5318)	(0.0000)	(0.0695)
LTC	0.0445	0.0002	0.6379	− 0.0015	1.0879	0.902
LTC	(0.0275)	(0.0000)	(0.4091)	(0.0000)	(0.0596)
BSV	0.4123	0.0002	0.0000	− 0.0032	1.0777	0.936
BSV	(0.0910)	(0.0000)	(0.0000)	(0.0000)	(0.0737)
ADA	0.0119	0.0008	0.9189	0.0014	1.3375	0.721
ADA	(0.0126)	(0.0001)	(1.3400)	(0.0000)	(0.1558)
Average	0.1350	0.0004	0.3953	− 0.0001	1.0719	0.819