Self-criticality and stochastic of an S{\&}P 500 index time series
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.
scientific article; zbMATH DE number 1492245