Effects of Exponential Trends on Correlations of Stock Markets

Table 5

Scaling exponents 𝛼 of DFA1 to DFA5 with fixing 𝑝=0 and varying 𝑞.

𝑞	DFA1	DFA2	DFA3	DFA4	DFA5
1	1.9181→1.9155	0.8145	0.7696	0.7521	0.7466
2	1.5619→1.9799	0.7516→2.3956	0.7077	0.7521	0.7466
3	1.9777	0.749→2.8355	0.7544→3.0535	0.7521	0.7466