Financial Innovation

Table 10 Results of the BDS test for the gold (period1)

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
m = [2]	0.5369	0.5669	0.4278	0.2371
m = [3]	0.0858	0.1854	0.2587	0.0678

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