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