Parameter

Shanghai Composite Index

Shenzhen Component Index

${\mu }_1$

1.13e−04

1.30e−04

${\mu }_2$

1.70e−04

1.85e−04

${\mu }_4$

1.45e−04

1.46e−04

${\sigma }_{11}$

2.41e−07

1.43e−07

${\sigma }_{22}$

1.02e−07

1.02e−07

${\sigma }_{44}$

7.71e−08

7.21e−08

${\sigma }_{12}$

0.3675

0.4034

${\sigma }_{14}$

0.2319

0.2840

${\sigma }_{24}$

0.7187

0.6942

${\widehat{\theta }}_1$

0.4163

0.5803

${\widehat{\theta }}_2$

1.1420

1.0562

${\widehat{\theta }}_4$

1.2902

1.3006