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
[0.0067]
[0.0134]
[0.0201]
[0.0268]
Standard normal
m = [2]
3.3238
3.9718
4.0741
2.8009
m = [3]
4.9243
5.5791
5.3840
3.4733
p-value
9e-04
1e-04
0
0.0051
0e + 00
0.0005