Fractal Characteristics, Multiple Bubbles, and Jump Anomalies in the Chinese Stock Market

Table 3

Jump transformation time of CSI 300 index returns.

Time quantum	Transformation time	Time quantum	Transformation time
2005/4–2007/10	2008/1/14	2012/1–2012/4	2012/5/7
2007/11–2008/10	2008/11/5	2012/5–2012/11	2012/12/3
2008/11–2009/7	2009/8/3	2012/12–2013/6	2013/6/27
2009/8–2009/11	2009/12/7	2013/7–2014/5	2014/6/6
2009/12–2010/6	2010/7/5	2014/6–2015/5	2015/6/11
2010/7–2010/10	2010/11/8	2015/6–2015/11	—
2010/11–2011/12	2012/1/5	—	—