研究文章
石油和股票市场的波动性的实证分析基于DGC-MSV-t模型
|
|
CF |
CS |
房颤 |
作为 |
男朋友 |
废话 |
上海 |
SP |
|
| 的意思是 |
0.007066 |
−0.016718 |
−0.009444 |
0.037478 |
0.053494 |
−0.003176 |
−0.013046 |
−0.016233 |
| 中位数 |
0.1419 |
0.19485 |
−0.016166 |
0.188739 |
0.093134 |
0.069478 |
0.261294 |
0.1252 |
| 最大 |
7.6421 |
13.2578 |
5.449262 |
5.662818 |
3.375938 |
11.87335 |
11.73237 |
13.50267 |
| 最低 |
−6.8208 |
−8.233565 |
−5.745464 |
−7.801777 |
−3.341992 |
−6.449077 |
−6.95906 |
−8.724438 |
| Std.开发。 |
1.774179 |
2.127198 |
1.249691 |
2.097212 |
0.874198 |
2.122889 |
1.913911 |
2.247643 |
| 偏态 |
−0.200496 |
0.105674 |
−0.267382 |
−0.398778 |
−0.587087 |
0.228817 |
−0.096954 |
0.127722 |
| 峰度 |
4.143846 |
8.020451 |
5.915742 |
3.584046 |
5.550272 |
5.622979 |
7.526002 |
7.496187 |
| Jarque-Bera |
24.30266 |
417.6704 |
145.3603 |
16.16461 |
130.3908 |
117.2713 |
339.4729 |
335.4807 |
|
|
