t(3)

n

ρ

WR

Bias (×100)

MSE (×100)

ELGEE

RELGEE

ELGEE

RELGEE

0.3

Exch

−0.03467

−0.05221

1.81182

1.01774

AR(1)

0.17968

0.30765

1.75744

1.15462

50

Ind

0.26076

0.11889

2.14819

1.30291

0.7

Exch

0.55148

0.64514

0.84950

0.58737

AR(1)

0.18788

0.18082

1.25479

0.67416

Ind

−0.19433

−0.07454

2.04687

1.18954