Descriptive Statistics for 25 Portfolios' Negative and Positive realized jump measures.xlsx (50.51 kB)
Descriptive Statistic for 25 Portfolios' Negative and Positive realized jump measures
The excel contains two sheets. The first one is the original descriptive statistic for 25 Portfolios' negative and positive realized jump measures, and the second one is only the mean of negative and positive realized jump measures.