Figure 5.

The fractal analysis of absolute return time series for SSE index and the financial model. (a, c) Volatility term structure of the absolute simulative returns with ¿6, ¿ = 0.5 and SSE Index returns respectively. (b, d) The values of H depend on different blocks n of absolute simulative returns with ¿6, ¿ = 0.5 and SSE Index returns respectively.

Fang and Wang Boundary Value Problems 2012 2012:9   doi:10.1186/1687-2770-2012-9
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