The table shows summary statistics of significant daily discontinuous quadratic variation (sum of squared intradaily jumps) of SPC500 and DJIA on the common jump days by adopting separate and pool methods.
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https://figshare.com/articles/dataset/_The_table_shows_summary_statistics_of_significant_daily_discontinuous_quadratic_variation_sum_of_squared_intradaily_jumps_of_SPC500_and_DJIA_on_the_common_jump_days_by_adopting_separate_and_pool_methods_/669821
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The term common jump days used here only means that the two indices both have jumps on these days. The mean and standard deviation of are calculated conditional on The quantities of price variations shown are all scaled by 10000.
创建时间：
2013-04-03
