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Financial Innovation

Table 1 Descriptive statistics of the equity log returns

From: Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis

Equity

Mean

Standard Deviation

Skewness

Kurtosis

Jarque-Bera a

Chi-squared

ORI

0.00145

0.0227

−14.618

420.84

10,088,983

0.0347

PET

0.00178

0.0102

1.252

12.547

5606.8

87.919

ODR

0.00154

0.0220

0.745

11.676

4186.5

39.178

  1. aJarque-Bera test rejects the null of normality at 1% level of significance
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