Gopikrishnan, Parameswaran; Plerou, Vasiliki; Amaral, … - arXiv.org - 1999
We study the distribution of fluctuations over a time scale $\Delta t$ (i.e., the returns) of the S&P 500 index by analyzing three distinct databases. Database (i) contains approximately 1 million records sampled at 1 min intervals for the 13-year period 1984-1996, database (ii) contains 8686...