Research Article
Modeling Financial Time Series Based on a Market Microstructure Model with Leverage Effect
Table 4
Descriptive statistics for S&P500.
| Index | Mean | Standard deviation | Skewness | Kurtosis | Jarque-Bera statistics |
| S&P500 | 0.003391 | 1.3883 | ā0.1832 | 11.1175 | 6927.3851 |
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