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Financial Innovation

Table 19 Q-Statistic and P-value for return series (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

Return series

Q-statistic

P-value

Bitcoin

26.724

0.1432

Gold

44.644

0.0012

Nasdaq

201.24

< 2.2e−16

SP500

275.06

< 2.2e−16

Dow Jones

276.69

< 2.2e−16

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