Financial Innovation

Table 9 Results of the BDS test for Bitcoin (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

	[0.0257]	[0.0514]	[0.0771]	[0.1028]
Standard normal
m = [2]	1.5313	1.6129	1.6859	1.1467
m = [3]	1.9129	1.7570	1.9782	1.5056
p-value
m = [2]	0.1257	0.1068	0.0918	0.2515
m = [3]	0.0558	0.0789	0.0479	0.1322

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