Financial Innovation

Table 13 Results of the BDS test for the Nasdaq (period 2)

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

	[0.0093]	[0.0186]	[0.0279]	[0.0372]
Standard normal
m = [2]	6.2939	6.4428	7.2422	8.4309
m = [3]	9.5319	9.4761	9.9760	10.6629
p-value
m = [2]	0	0	0	0
m = [3]	0	0	0	0

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