Realized Jump Risk and Equity Return in China

Table 1

Descriptive statistics for index jump components.

Index 000002	Size	Mean	Arr	Std
Mean	0.0864	0.0124	0.2608	0.0019
Median	0.0437	0.0096	0.2247	0.0013
Maximum	0.9120	0.0570	0.8947	0.0118
Minimum	0.0000	0.0000	0.0000	0.0000
Std. dev.	0.1361	0.0096	0.1990	0.0021
Skewness	3.6540	2.1444	1.2761	2.2811
Kurtosis	19.4318	9.0465	4.5444	9.2647
Jarque-Bera	1104.99	187.76	30.40	205.21
Probability	0.0000	0.0000	0.0000	0.0000