C3

TR

n

ρ

YXP

WR

Exch

AR-1

ELGEE

RELGEE

ELGEE

RELGEE

Exch

17.02696

1.67541

13.75782

1.83632

0.06

AR(1)

17.02611

1.68535

13.80805

1.77938

0.3

Ind

16.81146

1.69671

13.69043

1.70931

Exch

17.74346

1.62392

15.18327

1.75757

0.1

AR(1)

18.27163

1.59380

15.07867

1.73827

50

Ind

19.71323

1.63598

15.07310

1.73339

Exch

19.71323

1.66511

16.65348

1.49746

0.06

AR(1)

20.38681

1.82246

16.67835

1.47826

0.7

Ind

19.18665

1.92724

15.74532

1.71987

Exch

15.62539

1.63831

15.67169

1.71610

0.1

AR(1)

17.59703

1.83022

16.35533

1.61183

Ind

14.57003

2.01667

16.47950

1.73774