中国科学院数学与系统科学研究院期刊网

Figure/Table detail

Analysis of the Effciency of China's Nonferrous Metals Futures Market under the Impact of the COVID-19
Tao YIN, Shuangshuang HUANG, Yongqiang WU, Han GAO, Yiming WANG, YUAN George
China Journal of Econometrics, 2024, 4(3): 858-878.   DOI: 10.12012/CJoE2024-0034

AL03.SHF CU03.SHF ZN03.SHF PB03.SHF
疫情前 疫情后 疫情前 疫情后 疫情前 疫情后 疫情前 疫情后
原始样本数 1, 479 816 1, 479 816 1, 479 816 1, 479 816
均值 −0.000004 0.000342 −0.000060 0.000475 0.000113 0.000152 0.000019 0.000074
标准差 0.008660 0.013537 0.010639 0.012548 0.012773 0.014236 0.011493 0.009859
方差 0.000075 0.000183 0.000113 0.000158 0.000163 0.000203 0.000132 0.000097
最小值 −0.044736 −0.063094 −0.057800 −0.064830 −0.070530 −0.075940 −0.077700 −0.051010
最大值 0.047516 0.048877 0.062914 0.050194 0.057605 0.073608 0.068772 0.037728
偏度 0.121677 −0.729612 0.148611 −0.214120 −0.100820 −0.163230 −0.087000 −0.086090
峰度 6.038721 5.853213 7.321701 5.754673 5.325215 6.319354 7.213464 4.942098
表1 上海期货交易所四种有色金属期货的基本统计量
Other figure/table from this article