Table 1.

Descriptive statistics

	GB	RE	OVX	SOE	Green	CVI
Mean	−0.129	−0.049	−0.077	−0.161	−0.142	−0.088
Max	21.470	15.407	14.647	18.950	11.543	41.139
Min	−17.614	−12.218	−14.088	−32.719	−16.014	−17.877
Std. dev	4.088	3.280	4.141	4.208	3.750	4.119
Skewness	0.321	0.321	−0.129	−0.166	−0.202	0.671
Kurtosis	6.480	5.450	5.171	11.870	6.704	19.655
Jarque-Bera	1280	780	629	3881	1388	21930
ADF	−39.39	−41.19	−41.77	−41.19	−43.50	−42.58
ARCH (10)	11.19	12.752	12.71	13.47	70.18	7.17
Q (30)2	162.90	288.60	655.31	500.66	3572	114.04