Research Article
Modelization and Calibration of the Power-Law Distribution in Stock Market by Maximization of Varma Entropy
| | Variable | Sample | Mean | Standard deviation | Minimum (%) | Maximum (%) |
| | Δt = 10 min | 53460 | −1.85 × 10−5 | 2.05 × 10−3 | −1.56 | 1.26 | | Δt = 20 min | 48600 | −7.88 × 10−5 | 2.89 × 10−3 | −2.51 | 1.67 | | Δt = 30 min | 43740 | −1.26 × 10−4 | 3.57 × 10−3 | −2.64 | 1.83 | | Δt = 40 min | 38880 | −1.75 × 10−4 | 4.13 × 10−3 | −3.02 | 2.43 | | Δt = 50 min | 34020 | −2.57 × 10−4 | 4.65 × 10−3 | −3.31 | 2.39 | | Δt = 60 min | 29160 | −3.34 × 10−4 | 5.15 × 10−3 | −3.41 | 2.43 | | Δt = 70 min | 24300 | −3.60 × 10−4 | 5.58 × 10−3 | −3.45 | 2.71 | | Δt = 80 min | 19440 | −3.50 × 10−4 | 6.00 × 10−3 | −3.61 | 2.88 |
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1The data used are CSI 300 index of 2018 obtained from Wind.
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