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Table 1 The statistical properties of Chinese stock market

From: Effect of boundary conditions on stochastic Ising-like financial market price model

 

Mean

Variance

Max

Min

Kurtosis

Skewness

SSE

0.000546

0.000382

0.090345

-0.092561

5.584019

-0.347366

SZSE

0.000962

0.000466

0.091615

-0.097501

4.962429

-0.377435

Hushen 300

0.000786

0.000431

0.089310

-0.096949

5.267240

-0.412498