Table V. Scaling exponent for raw and...

Table V.

Scaling exponent for raw and absolute returns of the two markets

Measures of central tendency	r^X		r^Z
Measures of central tendency	H_r	H_\|r\|	H_r	H_\|r\|
Mean	0.50	0.78	0.50	0.78
Median	0.50	0.79	0.49	0.78

Measures of central tendency	r^X	r^Z
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, H_r, and the scaling exponent of absolute returns, H_|_r_|; computations are based on 1,000 time series, each containing 5,000 observations

[ViewLarge]

Sharing Unavailable