Realized Jump Risk and Equity Return in China

Table 14

Descriptive statistics for individual stock average jump components.

600362	Size	Mean	Arr	Std
Mean	0.106062	0.023454	0.216076	0.003758
Median	0.074818	0.023504	0.195238	0.002885
Maximum	0.528641	0.063170	0.733333	0.018655
Minimum	0.000000	0.000000	0.000000	0.000000
Std. dev.	0.090047	0.011790	0.135851	0.003497
Skewness	1.740065	0.680288	0.938441	1.552614
Kurtosis	7.637096	3.866075	4.460514	6.301100
Jarque-Bera	114.8477	8.887622	19.32393	70.17733
Probability	0.000000	0.011751	0.000064	0.000000