Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 3 Summary statistics of daily returns for four indices

From: Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets

Index	Minimum	Maximum	Mean	S.Dev.	Skewness	Kurtosis	Jarque–Bera
SHCI	−0.088732	0.056036	−0.000025	0.013620	−0.913674	9.039052	4030.7
SZCI	−0.086035	0.062542	−0.000107	0.016297	−0.676958	6.693712	1567.0
CSI 500	−0.089262	0.063926	0.000064	0.017035	−0.905588	6.647535	1679.2
CSI 300	−0.091542	0.064989	0.000061	0.014632	−0.665707	7.871448	2582.2

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