Table 2 Fraction of empirical return distributions (both for stocks and trading days) that are compatible with their ensemble counterparts based on Kolmogorov–Smirnov tests at different significance levels.

From: Maximum entropy approach to multivariate time series randomization

Ratio empirical aggregated pdfs not rejected by a K–S test

Aggregation level

K–S test significance

0.01

0.05

Stocks

0.92

0.68

Days

0.82

0.75