Power Law Analysis of Financial Index Dynamics

Figure 6

Values of the parameters {𝑎,𝑏,𝑐,𝑑} versus 𝑡, for the Dow Jones (left) and Nikkei (right) indices, with 𝜀={0.005,0.05} from Jan. 2000 to Dec. 2009.

(a)

(b)

(c)

(d)