From: Weighted-indexed semi-Markov model: calibration and application to financial modeling
 | 1-min interval | 1-s interval | ||
---|---|---|---|---|
Price | Log-returns | Price | Log-returns | |
Obs | 524680 | 634172 | ||
Mean | 47501 | 0.0000 | 38269 | 0.0000 |
Std | 9321 | 0.1160 | 1361 | 0.0153 |
Min | 28868 | − 5.9738 | 34330 | − 0.3996 |
25% | 39395 | − 0.0519 | 37639 | − 0.0016 |
50% | 47320 | − 0.0001 | 38435 | 0.0000 |
75% | 56074 | 0.0507 | 39040 | 0.0008 |
Max | 69000 | 4.8604 | 44219 | 0.4718 |
Skewness |  | − 0.0266 |  | 0.3774 |
Kurtosis | Â | 84.6502 | Â | 30.4025 |