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Table 3 Summary statistics

From: Is gold a safe haven for the dynamic risk of foreign exchange?

 

LG

LE

\(\Delta\)LG

\(\Delta\)LE

Mean

6.131

1.682

0.00044

−2.70E−05

Std. Dev

0.165

0.052

0.012

0.003

Skewness

0.109

0.087

−0.194

−0.039

Kurtosis

2.991

1.515

7.807

7.592

Jarque–Bera statistics

55.11

2558.8

26,626.1

24,144.6

Probability

(0.000)

(0.000)

(0.000)

(0.000)

  1. Done on EViews 12
  2. \(\Delta\) represents for variables in terms of first-order difference