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The table shows summary statistics of the price variations, different types of their corresponding and mutual correlations of these quantities of SPC500 and DJIA.

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https://figshare.com/articles/dataset/_The_table_shows_summary_statistics_of_the_price_variations_different_types_of_their_corresponding_and_mutual_correlations_of_these_quantities_of_SPC500_and_DJIA_/669823
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The column LB.10 shows -values of the Ljung-Box statistic based on autocorrelation coefficients with 10 lagged values. The quantities of price variations shown are all scaled by 10000.
创建时间:
2013-04-03
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