Table 1:
γ | Coefficient | Mean | Std.dev | Min | Max | Skewness | Kurtosis |
---|---|---|---|---|---|---|---|
1 | β1 | 0.014 | 0.831 | −6.765 | 6.389 | 0.210 | 9.109 |
1 | β12 | −0.002 | 0.340 | −2.895 | 3.105 | −0.025 | 16.583 |
1 | β123 | 0.002 | 0.196 | −2.223 | 2.632 | 0.525 | 24.686 |
5 | β1 | −0.002 | 0.485 | −5.648 | 5.433 | 0.031 | 27.980 |
5 | β12 | 0.000 | 0.124 | −2.085 | 2.244 | 0.495 | 93.438 |
5 | β123 | 0.000 | 0.051 | −1.214 | 0.745 | −3.701 | 159.360 |
20 | β1 | 0.002 | 0.246 | −3.109 | 5.669 | 2.474 | 99.554 |
20 | β12 | 0.000 | 0.042 | −1.126 | 1.819 | 9.488 | 632.790 |
20 | β123 | 0.000 | 0.009 | −0.664 | 0.214 | −44.051 | 3014.000 |