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Discrete Dynamics in Nature and Society
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Discrete Dynamics in Nature and Society
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2017
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Article
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Tab 2
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Research Article
Dynamic VaR Measurement of Gold Market with SV-T-MN Model
Table 2
ADF test of the logarithmic yield series of gold.
inspection value
ADF
−58.44200
0.0001
Critical value
1% level
−3.432228
5% level
−2.862255
10% level
−2.567195