Fig. 7: Annual jump frequency across indexes of Italy, France, and Germany.
From: Impact of COVID-19 on jump occurrence in capital markets
The annual jumps detected by model for Italy, France, and Germany. The left subplot demonstrates the identification of jumps, with values surpassing the threshold marked by a dashed green line recognized as jumps. The right subplot showcases the counts of annual jumps across three periods: pre-COVID, COVID, and post-COVID. The pattern of jumps' dynamics across European countries follows a similar trajectory.
