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126 3. Distributions exponentielles étirées contre distributions régulièrement variables
Complementary sample DF
Complementary sample DF
10 0
10 −1
10 −2
10 −3
10 −4
10 −5
10 0
10 −1
10 −2
10 −3
10 −4
10 −5
10 −5
10 −6
Complementary DF of DJ−daily pos.(line),n=14949 and neg.(pointwise),n=13464
10 −4
10 −5
10 −3
10 −2
Absolute log−return, x
10 −4
10 −3
10 −1
Complementary DF of ND−5min pos.(line),n=11241 and neg.(pointwise) n=10751
Absolute log−return, x
Figure 5: Cumulative sample distributions for the Dow Jones (a) and for the Nasdaq (b) data sets.
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10 0
10 −2