| REITs | 股票 | 债券 |
均值 | −0.026260 | −0.056940 | 0.003616 |
标准差 | 0.803227 | 1.100385 | 0.050826 |
峰度 | 8.412192 | 5.020622 | 18.05412 |
偏度 | −0.068827 | −0.078632 | −1.814810 |
最小值 | −4.743545 | −5.068431 | −0.447446 |
最大值 | 3.514889 | 4.233367 | 0.211176 |
J−B | 566.6748*** | 79.41448*** | 4636.145*** |
ADF | −15.17369*** | −22.21953*** | −14.82516*** |