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

Table 3

Statistics of returns for 𝑉 and 𝐻.

Return series	V statistic results				Hurst index results
		First-order
	𝑛	autocorrelation	𝑞	𝑉	Intercept 𝑐	𝐻
The financial model	4942	0.018461152	2.1624	1.3901	0.129960913	0.5175
Hang Seng Index	4942	0.009450232	1.3835	1.2361	−0.357078997	0.5893