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 |