Drożdż, S.; Forczek, M.; Kwapień, J.; Oświe¸cimka, P. - In: Physica A: Statistical Mechanics and its Applications 383 (2007) 1, pp. 59-64
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index α3 and this index tends to increase quickly with decreasing sampling frequency. Our study is based on...
