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

Figure 3

The plots (a), (b), and (c) are the probability distributions of the logarithmic returns, and the plot (d) is the cumulative distributions of the normalized price returns. The data is selected from Hang Seng Index and from the simulation data with the different values 𝑝, 𝑝=0.485, 𝑝=0.49 and 𝑝=0.495.

(a) 𝑟<0

(b) 𝑟>0

(c)

(d)