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
[0.0091]
[0.0182]
[0.0273]
[0.0364]
Standard normal
m = [2]
9.4903
10.4222
11.1876
10.8716
m = [3]
12.4147
13.0544
13.6174
13.3733
p-value
0