Financial Innovation

Table 11 Results of the BDS test for the gold (period2)

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

	[0.0054]	[0.0107]	[0.0161]	[0.0215]
Standard normal
m = [2]	2.0750	2.3132	2.2700	1.9440
m = [3]	2.6231	3.0084	3.1218	2.8998
p-value
m = [2]	0.0380	0.0207	0.0232	0.0519
m = [3]	0.0087	0.0026	0.0018	0.0037

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