(a) | ||
| DLTXR | DLJRR |
Mean | 0.014 | 0.013 |
SD | 1.443 | 1.545 |
Skewness | −0.452 | −0.442 |
Excess kurtosis | 7.532 | 9.828 |
(b) | ||
| DLTXR | DLJRR |
Mean | 0.028 | 0.011 |
SD | 1.159 | 1.143 |
Skewness | −0.237 | −1.552 |
Excess kurtosis | 4.469 | 62.870 |