Research Article
Dynamic VaR Measurement of Gold Market with SV-T-MN Model
Table 1
The statistical characteristics of the logarithmic yield of gold price.
| Index | Mean value | Standard deviation | Skewness | Kurtosis | J-B | |
| AU99.99 | 0.0323 | 1.1054 | ā0.4215 | 10.42138 | 7356.975 | 0.0000 |
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