变量

r_BTC

r_ETH

r_XRP

r_ADA

r_LTC

Mean

0.000304

−0.000009

−0.000887

−0.000537

−0.000236

Sd.

0.017627

0.022681

0.024975

0.026560

0.023484

Min

−0.215965

−0.256077

−0.234961

−0.232803

−0.211405

Max

0.069039

0.094051

0.147536

0.151469

0.124378

Skew

−1.780443

−1.520760

−0.565015

−0.379961

−0.381754

Kurt

25.27250

19.15820

17.74424

10.51339

11.46239

J-B统计量

23209.87

12333.03

9976.642

2601.852

3293.826

P值

0.000

0.000

0.000

0.000

0.000