Financial Innovation

Table 18 Q-Statistic and P-value for return series (period 1)

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

Return series	Q-statistic	P-value
Bitcoin	26.321	0.155
Gold	28.856	0.090
Nasdaq	25.763	0.173
SP500	22.787	0.299
Dow Jones	21.088	0.391

Back to article page