Mathematical Problems in Engineering / 2015 / Article / Tab 1

Research Article

Multivariate Time-Varying Copula GARCH Model and Its Application in the Financial Market Risk Measurement

Table 1

Moment estimation results of the daily log return of SSCI, HSI, TAIEX, and SP500.

Types of stock indexMeanStd.SkewnessKurtosis

SSCI0.01817.4467
HSI0.017711.6866
TAIEX0.014017.2823
SP5000.014812.0177