KOSPI指数对数收益率，RV和GEPU变化的描述性统计。

Mean

Std.dev

Max

Min

skewness

kurtosis

J-B

ADF

R

0.020

1.479

11.284

−12.805

−0.558

7.071

11463.999^***

−34.082^***

RV

43.132

62.215

596.395

2.839

4.244

26.949

8681.248^***

−5.293^***

ΔGEPU

0.461

17.928

74.676

−48.884

0.641

1.655

47.633^***

−8.076^***