Research Article

Effects of Exponential Trends on Correlations of Stock Markets

Table 3

Scaling exponents of DFA1–5 with fixing and varying .

DFA1 DFA2 DFA3 DFA4 DFA5

1 2.0008 3.0064 4.0168
2 1.9951 3.0007 4.0109
3 1.988 2.9935 4.0037
4 1.9807 2.9859 3.996 4.997