Statistical Behavior of a Financial Model by Lattice Fractal Sierpinski Carpet Percolation

Figure 2

(a) The returns time series of simulation data for the price model with the intensity 𝑝=0.49. (b) The comparison of returns distributions for 20-year period Hang Seng index and the simulative data with 𝑝=0.49.

(a) The returns time series of the price model

(b) The plot of returns distributions