Table 2: Descriptive statistics. The table reports the mean, maximum, minimum, standard deviation, skewness, kurtosis, and JarqueBera (JB) of the EGX 30 and estimates of the mean and the 5 percent, 25 percent, 50 percent, 75 percent, and 95 percent quantiles of these statistics for the MOD1 and the MOD2, respectively. Computations are based on 5000 time series, each containing 4120 observations.  
