Skip to main content
SpringerPlus

Table 1 Descriptive statistics for various logarithmic RVs

From: Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX

Statistic

LOG(RV)

LOG(minRV)

LOG(medRV)

Mean

−8.980892

−9.420352

−9.403562

Median

−9.037955

−9.493426

−9.467515

SD

1.005797

0.990786

0.980879

Skewness

0.494192

0.507808

0.512527

Kurtosis

3.724067

3.712591

3.692619

Jarque–Bera

112.5255*

115.3804*

114.7205*

  1. \({\text{Jarque}}{{-}}{\text{Bera}}\;{\text{statistic}} = \frac{T}{6}\left( {skewness + \frac{{Kurtosis - 3^{2} }}{4}} \right)\)
  2. * 5 % level of significance
Back to article page