Nonlinear Analysis of Return Time Series Model by Oriented Percolation Dynamic System

Figure 9

Scaling probability density functions (𝑃(𝜏)⟨𝜏⟩)^𝜃 of return intervals for different values 𝜃 on threshold 𝑞=2. (a) and (b) log-log plot and three-dimensional plot of the price model with 𝑝=0.75, respectively. (c) and (d) log-log plot and three-dimensional plot for SSE, respectively.

(a)

(b)

(c)

(d)