Fig. 6
From: An empirical behavioral order-driven model with price limit rules
Model validation. a Empirical cumulative distributions of volatility of simulated data and stock 000001. Both distributions have power-law tails. b DMA fluctuation functions \(F(\ell )\) of the return and volatility series for simulation data. c DMA fluctuation functions \(F(\ell )\) of the return and volatility series of Stock 000001. The curves of volatility in b, c have been shifted vertically for clarity