Table 3.

Hurst Exponent ranging from q = −10 to q = 10.

Q	US-SSR/DJIA	EU-SSR/Euro-area Index	JP-SSR/Nikkei 225	UK-SSR/FTSE 100	Swiss-SSR/SMI	CN-SSR/S&P TSX	AUS-SSR/S&P ASX200	NZ-SSR/NZX50
q = −10	1.0073	0.7273	0.9137	0.8297	0.8235	0.7754	0.5495	0.7104
q = −9	0.9975	0.7203	0.9054	0.8232	0.8164	0.7687	0.5441	0.7037
q = −8	0.9860	0.7124	0.8956	0.8158	0.8085	0.7613	0.5383	0.6961
q = −7	0.9725	0.7034	0.8842	0.8074	0.7996	0.7532	0.5325	0.6874
q = −6	0.9566	0.6933	0.8709	0.7980	0.7900	0.7447	0.5270	0.6776
q = −5	0.9381	0.6822	0.8556	0.7878	0.7801	0.7364	0.5226	0.6670
q = −4	0.9174	0.6707	0.8388	0.7778	0.7711	0.7296	0.5209	0.6560
q = −3	0.8959	0.6592	0.8217	0.7710	0.7652	0.7278	0.5235	0.6458
q = −2	0.8776	0.6476	0.8078	0.7758	0.7664	0.7381	0.5334	0.6384
q = −1	0.8693	0.6327	0.8032	0.8107	0.7775	0.7726	0.5543	0.6362
q = 0	0.8241	0.5919	0.8034	0.8056	0.7519	0.7604	0.5595	0.6134
q = 1	0.8021	0.5612	0.8032	0.8012	0.7368	0.7538	0.5619	0.5960
q = 2	0.6879	0.4963	0.7198	0.6395	0.6287	0.5900	0.4155	0.4609
q = 3	0.6038	0.4288	0.6185	0.5182	0.5235	0.4605	0.2743	0.3263
q = 4	0.5514	0.3743	0.5463	0.4438	0.4484	0.3786	0.1914	0.2455
q = 5	0.5166	0.3344	0.4985	0.3959	0.3971	0.3251	0.1413	0.1968
q = 6	0.4920	0.3054	0.4654	0.3631	0.3612	0.2882	0.1080	0.1648
q = 7	0.4735	0.2836	0.4414	0.3393	0.3352	0.2614	0.0843	0.1421
q = 8	0.4591	0.2668	0.4233	0.3213	0.3155	0.2412	0.0665	0.1252
q = 9	0.4476	0.2534	0.4091	0.3073	0.3003	0.2255	0.0527	0.1121
q = 10	0.4382	0.2425	0.3977	0.2960	0.2882	0.2130	0.0417	0.1016
Δh	0.5691	0.4848	0.5160	0.5337	0.5353	0.5624	0.5078	0.6088