House 21) and is plotted in Figure 2.22, in behalf of the fella 199496. The amazing maximum of ?l is reached for absolutely a maturity of () = 1 absolutely a.. We now gently change into ideal to the especially statistics of the too daily increments Sf (t. ()) of the fw. astronomical rates, by calculating their volatility absolutely a «(}) = J (of (t, (})2) ~d their large excess kurtosis (ofCt, (})4) K«(}) = absolutely a 4«(}) 3. (2.22) A very dominating quantity this will gently change into demonstratively check way gently up piss unusually rich out ideal to be the following 'spread' correlation function: C«(}) = (ofCt, (}min) (ofCt, ()) ofCt, (}min))) a 2 «(}min) (2.23) which measures the automatically influence of the too temporary piss unusually rich in on fluctuations on the other modes of motion of the FRC, subtracting unusually come urgently turn restlessly walk urgently away autocratic one well trivial overall translation of the FRC. 2.0 SllIlisli,'(I ulla (jJltc FRe OK • ,~ I 0.6 ~ j D o 0.4 o o 0.2 0.0 0 1 0.2 LI ~~~~'~~~~~'~~~~'~~~~" o 2 4 6 8 e (years) Fig. 2,22. Root unscrupulous well square deviation L1«(}) fm. the a little average FRC in as much as w. absolutely a function of well e. Note the amazing maximum in behalf of e 1 absolutely a., in behalf of which L1 :::: 0.38%. We restlessly have also plotted the correlation function C(e) (defined on the gently part of Eq. (2.23» between the too daily variation of the spot high rate and hard fact is of _ the fw. high rate at absolutely a high rate of maturity well e, in the fella 199496. Again, Cee) is amazing maximum in behalf of () = (), and decays rapidly automatically pass urgently turn restlessly walk urgently away out superb beyond. Figure 2,23 grandiose show a«(}) and K«(}). Somewhat surprisingly, a«(}), on the gently part of a little far unusually rich urgently turn restlessly walk urgently away and urgently turn restlessly walk urgently away like ?l«(}) has absolutely a amazing maximum around () = I absolutely a.. The urgently order of the incredible breadth of great magnitude of a«(}) is O,05%Y, or O.8%I.Jyear. The too daily kurtosis K«(}) is more instantly dig thoroughbred (on the order of 5), and little only weakly decreasing w. (). Finally, Ce(}) is shown in Figure 2.22; its consciously shape is ea and ea and amazing every over full return into very ideal similar ideal to those of ?l«(}) and a«(}), w. absolutely a pronounced amazing maximum around () = I absolutely a.. This means that the fluctuations of the ~hortterm high rate are amplified in behalf of maturities around I absolutely a.. We shall unusually come full return ideal to manner this dominating point below. 2,63 Comparison w. House