Power Law Analysis of Financial Index Dynamics

Table 3

Parameter values for the 𝜔PL (left) and average parameter values for 𝑡PL, with 𝜀=0.05 (right) for the ten stock markets adopted in the study.

𝑘	𝑝𝑘	𝑞𝑘	𝑎𝑘_𝑎𝑣	𝑏𝑘_𝑎𝑣	𝑐𝑘_𝑎𝑣	𝑑𝑘_𝑎𝑣
1	16388.5	−0.94	1604.7	−0.09	−475.7	364.1
2	59112.7	−0.88	2405.0	−0.54	331.2	4665.2
3	5703.0	−0.97	1546.5	0.02	−1055.9	1334.9
4	39112.2	−0.88	1938.1	0.14	162.3	1815.2
5	5307.9	−0.90	3498.2	0.19	−1516.2	618.9
6	31180.2	−0.97	1816.2	−0.26	−901.8	−1231.6
7	32323.6	−0.98	1744.8	−0.53	−393.8	2426.3
8	19344.8	−0.99	2434.1	−0.76	100.6	1442.8
9	11800.1	−0.91	1529.4	0.21	211.8	1279.6
10	9251.3	−1.01	1562.4	−1.27	780.6	2514.5