Maiti, Moinak; Grubisic, Zoran; Vukovic, Darko B. - In: Journal of open innovation : technology, market, and … 6 (2020) 4/161, pp. 1-12
nonlinear and chaotic in nature, whereas the other four cryptocurrencies (namely Bitcoin, Ethereum, XRP and Bitcoin Cash) daily … average return time series were found to be linear in nature. To further study Tether’s nonlinear time series rich dynamics … lag 1 are adequate to capture the rich nonlinear and chaotic dynamics of Tether's daily average return time series. …