Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625): Difference between revisions
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English | Self-criticality and stochastic of an S{\&}P 500 index time series |
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Self-criticality and stochastic of an S{\&}P 500 index time series (English)
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22 August 2000
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This paper deals with three time series emanating from the \(\text{S}\&\text{P}\) 500 index time series and present the statistical properties of these time series. Using a relative cumulative frequency diagram, the author shows that these time series do not satisfy a log-normal distribution. Moreover, he studies the scaling behaviour of these time series and shows that these time series do not obey a turbulent behaviour.
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time series
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self-criticality
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turbulent behaviour
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