1 | 2 | 5 | 10 | 15 | 20 | 25 | 30 | 35 | 40 | 45 | 50 | |
SSEC <= DJI** | 0.278 | 0.239 | 0.536 | 0.345 | 0.011 | 0.013 | 0.017 | 0.049 | 0.058 | 0.016 | 0.026 | 0.047 |
SSEC => DJI** | 0.836 | 0.145 | 0.411 | 0.054 | 0.176 | 0.279 | 0.091 | 0.023 | 0.024 | 0.017 | 0.043 | 0.039 |
SSEC <= GDAXI | 0.304 | 0.131 | 0.112 | 0.033 | 0.031 | 0.036 | 0.057 | 0.098 | 0.135 | 0.144 | 0.233 | 0.262 |
SSEC => GDAXI | 0.352 | 0.586 | 0.748 | 0.228 | 0.179 | 0.162 | 0.049 | 0.100 | 0.217 | 0.137 | 0.344 | 0.504 |
SSEC <= FTSE** | 0.156 | 0.159 | 0.011 | 0.000 | 0.001 | 0.010 | 0.001 | 0.001 | 0.000 | 0.000 | 0.000 | 0.000 |
SSEC => FTSE | 0.172 | 0.239 | 0.835 | 0.786 | 0.739 | 0.889 | 0.660 | 0.548 | 0.776 | 0.892 | 0.811 | 0.817 |
SSEC <= FCHI | 0.982 | 0.075 | 0.107 | 0.077 | 0.068 | 0.091 | 0.134 | 0.108 | 0.090 | 0.107 | 0.152 | 0.285 |
SSEC => FCHI | 0.367 | 0.687 | 0.808 | 0.801 | 0.757 | 0.567 | 0.721 | 0.881 | 0.951 | 0.976 | 0.987 | 0.989 |
SSEC <= N225 | 0.646 | 0.304 | 0.152 | 0.197 | 0.394 | 0.544 | 0.206 | 0.109 | 0.032 | 0.044 | 0.062 | 0.052 |
SSEC => N225 | 0.033 | 0.020 | 0.047 | 0.004 | 0.006 | 0.022 | 0.037 | 0.011 | 0.018 | 0.027 | 0.085 | 0.150 |
SSEC <= HSI | 0.267 | 0.299 | 0.331 | 0.041 | 0.050 | 0.111 | 0.127 | 0.090 | 0.146 | 0.100 | 0.087 | 0.068 |
SSEC => HSI | 0.643 | 0.916 | 0.876 | 0.812 | 0.683 | 0.647 | 0.268 | 0.439 | 0.368 | 0.237 | 0.306 | 0.457 |
SSEC <= KS11 | 0.250 | 0.248 | 0.518 | 0.461 | 0.627 | 0.334 | 0.044 | 0.050 | 0.022 | 0.040 | 0.045 | 0.059 |
SSEC => KS11 | 0.162 | 0.284 | 0.604 | 0.617 | 0.437 | 0.197 | 0.086 | 0.083 | 0.160 | 0.162 | 0.097 | 0.174 |
SSEC <= AORD** | 0.593 | 0.333 | 0.465 | 0.869 | 0.587 | 0.229 | 0.023 | 0.009 | 0.000 | 0.000 | 0.000 | 0.002 |
SSEC => AORD | 0.530 | 0.061 | 0.250 | 0.111 | 0.158 | 0.308 | 0.052 | 0.001 | 0.007 | 0.019 | 0.037 | 0.076 |
SSEC <= BVSP** | 0.076 | 0.180 | 0.220 | 0.252 | 0.096 | 0.119 | 0.014 | 0.008 | 0.011 | 0.007 | 0.014 | 0.028 |
SSEC => BVSP | 0.653 | 0.148 | 0.357 | 0.343 | 0.520 | 0.387 | 0.639 | 0.060 | 0.059 | 0.088 | 0.196 | 0.201 |