Table 3: Unconditional standard deviations with p11 = p22 = 0.5
|
optimal |
TR |
TR+q |
IFB |
IFB+y |
IFB+y+q |
IFB+y+q agg. | |
|
c |
0.8483 |
0.0785 |
0.0773 |
0.7578 |
0.0034 |
0.0033 |
0.0054 |
|
n |
1.1605 |
2.0004 |
2.0097 |
2.3162 |
2.344 |
2.344 |
2.3439 |
|
k |
1.2113 |
0.1107 |
0.1093 |
1.4319 |
0.0122 |
0.0118 |
0.0152 |
|
y |
2.4082 |
0.2449 |
0.238 |
1.6335 |
0.0109 |
0.01 |
0.0142 |
|
r.i.r. |
0.8058 |
0.0866 |
0.0836 |
0.2508 |
0.0018 |
0.0018 |
0.0018 |
20
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