Realized Jump Risk and Equity Return in China

Table 3

Descriptive statistics of jump components for portfolios.

Portfolio mean	Size	Mean	Arr	Std
SZ1	0.0803	0.0199	0.1899	0.0032
SZ2	0.0887	0.0225	0.1895	0.0035
SZ3	0.0918	0.0230	0.1918	0.0035
SZ4	0.0939	0.0229	0.1982	0.0036
SZ5	0.0933	0.0230	0.1947	0.0037
Observations	82	82	82	82