|
| Period I |
|
|
Currency | EUR | GBP | 100JPY | USD |
Mean | −0.0014 | 0.0008 | 0.0040 | 0.0018 |
Median | 0.0038 | 0.0011 | 0.0030 | 0.0029 |
Max | 1.4895 | 2.1150 | 2.9712 | 1.1681 |
Min | −1.1886 | −3.8843 | −1.7502 | −0.9115 |
Skewness | 0.7462 | −1.2214 | 2.1766 | 0.8200 |
Kurtosis | 15.2334 | 34.1474 | 28.1847 | 17.0747 |
Std. Dev. | 0.1780 | 0.2771 | 0.2630 | 0.1163 |
|
| Period II |
|
|
Currency | EUR | GBP | 100JPY | USD |
Mean | −0.0060 | −0.0065 | −0.0110 | 0.0048 |
Median | −0.0041 | −0.0024 | −0.0116 | 0.0000 |
Max | 2.5811 | 2.3043 | 2.5128 | 1.0821 |
Min | −1.5171 | −5.0538 | −2.2864 | −1.0547 |
Skewness | 0.8949 | −4.3153 | 0.5191 | 1.2710 |
Kurtosis | 25.6243 | 112.0886 | 21.6655 | 21.0965 |
Std. Dev. | 0.1897 | 0.2381 | 0.2171 | 0.1138 |