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 |