Statistics | SSECI | SSEFI | SHIBOR | CBII |
Minimum | −8.87 × 10−2 | −6.93 × 10−2 | −9.02 × 10-3 | −1.49 × 10−2 |
Maximum | 5.60 × 10−2 | 6.54 × 10−2 | 1.79 × 10-2 | 6.54 × 10−3 |
Average | −5.99 × 10−4 | −2.29 × 10−4 | 5.43 × 10-4 | −3.57 × 10−5 |
Standard Deviation | 1.71 × 10−2 | 1.01 × 10−2 | 2.29 × 10−3 | 1.77 × 10−3 |
Kurtosis | 9.60 | 21.10 | 19.30 | 15.10 |
Skewness | −1.37 | −1.27 | 2.29 | −1.72 |
Observations | 488 | 488 | 488 | 488 |