Complexity

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.
 DbarDhatpDDIC
CC-MSV5122.684898.25224.4295347.11
GC-MSV5125.54902.97222.5285348.02
DC-MSV5098.344871.57226.7655325.1
DC-GC-MSV5089.594857.83231.7615321.35