Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market

<table class="table-group" id="tab2"><tr><td><table class="table"><tr><td class="thead-hr" colspan="6"><hr/></td></tr><tr class="thead"><td align="left">Mean </td><td align="center"> Median </td><td align="center"> Maximum </td><td align="center"> Minimum </td><td align="center"> Standard deviation </td><td align="center"> Size </td></tr><tr><td class="thead-hr" colspan="6"><hr/></td></tr><tr><td align="left"> 0.000273 </td><td align="center"> 0.000216 </td><td align="center"> 0.001230 </td><td align="center"> 0.000133 </td><td align="center">0.000157 </td><td align="center"> 730 </td></tr><tr class="table-tr"><td colspan="6"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

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Journal of Applied Mathematics

tab2

Table 2

Table 2: Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market 