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Table 1 Statistics Description

From: Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches

Variables

Mean

Std. Dev.

Min

Max

Median

Skewness

Kurtosis

JB

Indonesia

0.0032

0.0302

−0.2330

0.1159

0.0046

−0.9487

9.0844

1501a

Philippine

0.0020

0.0282

−0.2015

0.1619

0.0025

−0.4197

8.3207

1072a

Singapore

0.0006

0.0254

−0.1647

0.1532

0.0017

−0.3851

9.5812

1623a

Thailand

0.0021

0.0282

−0.2666

0.1075

0.0041

−1.4041

14.0140

4775a

Vietnam

0.0020

0.0406

−0.2028

0.1570

0.0014

−0.3606

7.3113

706a

Malaysia

0.0011

0.0179

−0.1145

0.0665

0.0018

−0.7839

8.0092

1018a

  1. Note that the total observation is 887 over our research period. JB is considered as Jarque-Bera asymptotic test for normality on the specified variable in level form. a indicate statistically significant 1% level. Noted that all p-values are zero. Therefore, all variables are not standard distribution form.