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

Table 7

The statistics of RMSE within samples.

	Censored-SS market model	SS market model	Market model
Mean	0.026684	0.026684	0.026766
Maximum	0.030186	0.030194	0.030197
Minimum	0.024953	0.024957	0.024963
Standard deviation	0.001592	0.001598	0.001611