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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