Stock Index | Statistical characteristics | Mean | Variance |
Shanghai Composite Index | XRV | 4.29e−04 | 5.81e−07 |
RV | 3.15e−04 | 3.07e−07 | |
r2 | 3.90e−04 | 9.17e−07 | |
Shenzhen Component Index | XRV | 4.62e−04 | 5.53e−07 |
RV | 3.36e−04 | 3.09e−07 | |
r2 | 4.57e−04 | 9.32e−06 |