Financial Innovation

Table 2 Summary statistics of the weekly log-return of the four indexes

From: Forecasting VaR and ES by using deep quantile regression, GANs-based scenario generation, and heterogeneous market hypothesis

Index	Mean	STD	Skewness	Kurtosis	J-B test	ADF test
FTSE100	0.067	2.332	− 1.006	13.821	8494.452	− 43.631
N225	− 0.020	3.048	− 0.653	8.878	2540.792	− 42.111
SPX500	0.152	2.326	− 0.852	10.583	4236.150	− 44.315
DAX	0.124	3.065	− 0.825	8.981	2699.387	− 41.727

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