RCCCI

RCRBSA

RCRBFI

RMSCI

RSH

RCCCI(−1)

0.035065^*

[1.51618]

0.026869

[1.29154]

0.017766

[0.49344]

0.015083

[0.39065]

0.009204

[0.14044]

RCCCI(−2)

−0.000611

[−0.02645]

0.01977

[0.95183]

−0.009137

[−0.25418]

0.001099

[0.02850]

−0.033336

[−0.5095]

RCCCI(−3)

0.006842

[0.29683]

−0.01705

[−0.82236]

0.019048

[0.53084]

0.003398

[0.08831]

−0.037106

[−0.56812]

RCCCI(−4)

−0.032549

[−1.41394]

0.002017

[0.09739]

0.004509

[0.12580]

0.031617

[0.82266]

−0.061731

[−0.94635]

RCCCI(−5)

−0.002534

[−0.11012]

0.03375^*

[1.63061]

0.027307

[0.76233]

−0.010197

[−0.26546]

−0.037811

[−0.57995]

RCCCI(−6)

0.081755^**

[3.59324]

0.046606^**

[2.27710]

0.016369

[0.46213]

−0.03904

[−1.02777]

−0.008937

[−0.13862]

RCRBSA(−1)

0.014386

[0.43777]

−0.066179^**

[−2.23882]

−0.108398^**

[−2.11890]

−0.039782

[−0.72514]

−0.066912

[−0.71860]

RCRBSA(−2)

0.013631

[0.41560]

0.054233^*

[1.83816]

−0.031337

[−0.61370]

−0.028887

[−0.52755]

−0.166438^**

[−1.79083]

RCRBSA(−3)

0.048712

[1.48767]

0.047553

[1.61448]

0.014914

[0.29257]

0.053408

[0.97699]

−0.172897^*

[−1.86347]

RCRBSA(−4)

0.085366^**

[2.61168]

0.075165^**

[2.55638]

0.120218^**

[2.36250]

−0.054081

[−0.99103]

0.004615

[0.04983]

RCRBSA(−5)

0.03585

[1.10024]

0.028446

[0.97048]

−0.006292

[−0.12403]

−0.110368^**

[−2.02884]

0.051561

[0.55843]

RCRBSA(−6)

0.005358

[0.16496]

−0.004004

[−0.13704]

−0.013398

[−0.26497]

0.115877^**

[2.13699]

0.245279^**

[2.66511]

RCRBF(−1)

0.070537^**

[3.64131]

0.071427^**

[4.09902]

0.044031

[1.46006]

0.030714

[0.94969]

0.130148^**

[2.37103]

RCRBF(−2)

0.021598

[1.10924]

−0.00151

[−0.08623]

−0.017478

[−0.57660]

0.04968^*

[1.52829]

0.080344

[1.45620]

RCRBF(−3)

0.007888

[0.40509]

−0.001642

[−0.09373]

0.0000894

[0.00295]

−0.071884^**

[−2.21131]

0.022134

[0.40116]

RCRBF(−4)

−0.00547

[−0.28119]

0.043578^**

[2.49010]

0.030154

[0.99562]

0.052418

[1.61388]

0.051173

[0.92828]

RCRBF(−5)

0.010903

[0.56426]

−0.026311

[−1.51369]

−0.054002^*

[−1.79518]

0.03782

[1.17238]

0.027168

[0.49618]

RCRBF(−6)

−0.020469

[−1.06375]

0.001501

[0.08671]

−0.018284

[−0.61035]

−0.075912^**

[−2.36302]

−0.04869

[−0.89298]

RMSCI(−1)

0.053017^**

[3.69350]

0.022694

[1.75757]

0.018855

[0.84374]

0.110949^**

[4.62982]

0.151893^**

[3.73444]

RMSCI(−2)

0.024341

[1.68333]

0.0679^**

[5.22006]

0.147799^**

[6.56551]

−0.000279

[−0.01157]

0.102015^**

[2.48974]

RMSCI(−3)

0.017109

[1.17004]

0.008426

[0.64059]

−0.020404

[−0.89630]

−0.036029

[−1.47583]

0.084993^**

[2.05122]

RMSCI(−4)

−0.018032

[−1.23257]

−0.009834

[−0.74726]

−0.00934

[−0.41010]

−0.012885

[−0.52755]

−0.051844

[−1.25059]