Financial Innovation

Table 15 Results of the BDS test for the S&P 500 (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

	[0.0086]	[0.0173]	[0.0259]	[0.0345]
Standard normal
m = [2]	9.9265	9.5387	10.0702	10.3698
m = [3]	13.5177	12.7361	12.9357	12.9930
p-value
m = [2]	0	0	0	0
m = [3]	0	0	0	0

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