From: The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models
[0.0029]
[0.0058]
[0.0087]
[0.0116]
Standard normal
m = [2]
0.6175
0.5726
0.7929
1.1822
m = [3]
1.7178
1.3244
1.1294
1.8261
p-value
0.5369
0.5669
0.4278
0.2371
0.0858
0.1854
0.2587
0.0678