Research Article
Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market
Table 6
The statistics of
estimated by Censored-SS model.
| | Large corporations | Small corporations |
| | | Mean | | | Maximum | | | Minimum | | | Standard deviation | | | Greater than 0 | 6 | 3 | Less than 0 | 4 | 7 |
| | | Mean | | | Maximum | | 0.00021 | Minimum | | | Standard deviation | | | Greater than 0 | | | Less than 0 | | |
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