Table 1 Summary statistics of return and up ratio
From: Return direction forecasting: a conditional autoregressive shape model with beta density
Variable | Mean | SD | Median | Min | Max | Skew. | Kurt. |
|---|---|---|---|---|---|---|---|
ur | .566 | .313 | 0.609 | 0 | 1 | \(-.271\) | 1.820 |
ret | .005 | .054 | 0.009 | \(-.356\) | .330 | \(-.623\) | 10.490 |