Effects of Exponential Trends on Correlations of Stock Markets

Figure 8

Fluctuation function 𝐹_(𝑛)(𝑠) of DFA1 to DFA5 of 𝑅^′(𝑡) with fixing 𝑞=1.2 and varying 𝑝 (𝑝=0, 𝑞=1.2; 𝑝=1, 𝑞=1.2; 𝑝=3, 𝑞=1.2; 𝑝=5, 𝑞=1.2). For different values of 𝑝 and 𝑞, the fluctuation function 𝐹_(𝑛)(𝑠) presents striking diversity.