Financial Innovation

Table 16 Results of the BDS test for the Dow Jones (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

	[0.0058]	[0.0116]	[0.0174]	[0.0232]
Standard normal
m = [2]	2.6649	3.4484	4.5587	4.0871
m = [3]	4.3535	4.6992	5.0688	4.2625
p-value
m = [2]	0.0077	6e-04	0	0
m = [3]	0.0000	0e + 00	0	0

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