Journals
Publish with us
Publishing partnerships
About us
Blog
Complexity
Journal overview
For authors
For reviewers
For editors
Table of Contents
Special Issues
Complexity
/
2021
/
Article
/
Tab 3
/
Research Article
Dynamic Cross-Market Volatility Spillover Based on MSV Model: Evidence from Bitcoin, Gold, Crude Oil, and Stock Markets
Table 3
DIC result of CC-MSV, GC-MSV, DC-MSV, and DGC-MSV.
ā
Dbar
Dhat
p
D
DIC
CC-MSV
5122.68
4898.25
224.429
5347.11
GC-MSV
5125.5
4902.97
222.528
5348.02
DC-MSV
5098.34
4871.57
226.765
5325.1
DC-GC-MSV
5089.59
4857.83
231.761
5321.35