Scaling exponent for raw and absolute returns of the two markets
| Measures of central tendency | rX | rZ | ||
|---|---|---|---|---|
| Hr | H|r| | Hr | H|r| | |
| Mean | 0.50 | 0.78 | 0.50 | 0.78 |
| Median | 0.50 | 0.79 | 0.49 | 0.78 |
| Measures of central tendency | ||||
|---|---|---|---|---|
| Hr | H| | Hr | H| | |
| Mean | 0.50 | 0.78 | 0.50 | 0.78 |
| Median | 0.50 | 0.79 | 0.49 | 0.78 |
Notes:
Estimates of the mean and the median of the scaling exponent of raw returns, Hr, and the scaling exponent of absolute returns, H|r|; computations are based on 1,000 time series, each containing 5,000 observations
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