Table 11 Stringent index for countries (January 1, 2019–December 31, 2021).
From: Impact of COVID-19 on jump occurrence in capital markets
China | France | Germany | Italy | UK | USA | Average | |
|---|---|---|---|---|---|---|---|
Mean | 69.73 | 59.41 | 59.42 | 68.26 | 57.76 | 56.94 | 61.92 |
Max | 81.94 | 87.96 | 85.19 | 93.52 | 87.96 | 75.46 | 85.34 |
Min | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Std.Dev | 14.58 | 20.80 | 20.10 | 18.41 | 21.95 | 19.00 | 19.14 |
Skewness | −2.78 | −1.29 | −1.47 | −2.43 | −0.97 | −1.94 | −1.81 |
Kurtosis | 12.50 | 4.57 | 4.94 | 9.07 | 3.49 | 6.07 | 6.77 |
Strigency cases ratio | 495.56 | 4.27 | 6.05 | 8.16 | 3.26 | 0.76 | 2.98 |
