Research Article

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

Figure 5

(a) DFA analysis of the returns for the simulation data with the intensity 𝑝 = 0 . 4 9 . (b) DFA analysis of the returns for Hang Seng Index.
735068.fig.005a
(a)
735068.fig.005b
(b)