Qiu, T.; Guo, L.; Chen, G. - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 27, pp. 6812-6818
We investigate the probability distribution of the volatility return intervals τ for the Chinese stock market. We rescale both the probability distribution Pq(τ) and the volatility return intervals τ as Pq(τ)=1/τ¯f(τ/τ¯) to obtain a uniform scaling curve for different threshold value q....