Open Access

Table 1

Descriptive analysis of spot and forward data.

S F
Average 2.005*10-04 1.191*10-04
standard deviation 0.023 0.022
Kurtosis 23.874 19.834
Skewness -0.4196 -0.2738
Jarque-Bera 8652.704 5624.344
Q 43.709 35.867
Observation number 2855 2855

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