Mathematical Problems in Engineering / 2014 / Article / Tab 1

Research Article

Modeling the Dynamics of Shanghai Interbank Offered Rate Based on Single-Factor Short Rate Processes

Table 1

Summary statistics of daily returns for time series of the return of SHIBOR.

Index Minimum Maximum Mean Std. Dev. Skewness Kurtosis

O/N
1 week
2 weeks
1 month

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