Financial Innovation

Table 12 Results of the BDS test for the Nasdaq (period 1)

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
m = [2]	9e-04	1e-04	0	0.0051
m = [3]	0e + 00	0e + 00	0	0.0005

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