Financial Innovation

Table 14 Results of the BDS test for the S&P 500 (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

	[0.0055]	[0.011]	[0.0165]	[0.022]
Standard normal
m = [2]	3.1116	4.4262	5.4745	4.7751
m = [3]	5.1545	6.1545	6.1165	4.7849
p-value
m = [2]	0.0019	0	0	0
m = [3]	0.0000	0	0	0

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