The cumSFE of LHARO, LHARV and LHAROV relative to LHAR (rolling window).

Abstract

Notes:The first, second, third and fourth row corresponding to h = 1,5,10,22, respectively. The blue line, red line and gray line denotes the cumSFE(LHARO, N), cumSFE(LHARV, N) and cumSFE(LHAROV, N), respectively.</p