Research Article
The Impact of COVID-19 Crisis on Stock Markets’ Statistical Complexity
Table 2
Minimum embedding dimension of stock markets.
| | Market | Country | Minimum embedding dimension – full sample | Minimum embedding dimension – 2020/01/06–2020/08/18 sample | | (1) | (2) |
| | BEL 20 | Belgium | 7 | 4 | | IBOVESPA | Brazil | 6 | 5 | | CAC 40 | France | 5 | 7 | | FTSE 100 | United Kingdom | 7 | 9 | | DAX PERFORMANCE-INDEX | Germany | 7 | 5 | | S&P 500 | United States | 5 | 6 | | S&P/TSX composite index | Canada | 7 | 7 | | HANG SENG INDEX | China | 6 | 5 | | MERVAL | Argentina | 6 | 5 | | Nikkei 225 | Japan | 6 | 6 |
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