FIS indicators of the price series obtained by using window parameters from 2001 to 2011.

<p>(a) , (b) , (c) vs. . The transition year is marked by the long-dashed line in (a), (b) and by a cross in (c). In (c), blue filled circles, and red open circles correspond to the pre- and post-2008 regimes. In (a)(c), green filled circles correspond to the top branch of the bifurcation pattern. (d) FIS indicators obtained by using different window lengths (“o”), 1.5 (“”), 2 (“”, grey) and 3 (“”) and . To facilitate the comparison, vs. are normalized according to and where MEAN, VAR denote the sample mean and variance, respectively. The insets show the transition separating the pre- and post-2008 regimes using the same color scheme as (c). (e) vs. for the first 100 stocks (“o”, red), 150 (“”, black), 200 (“”, green). The result of 250 stocks shown in (c) is added for comparison (“”, grey).