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Stationarity. The distribution of returns is non-stationary. Moreover, standard deviation of returns is not constant over time. Symmetry. The distribution of returns is approximately symmetric with increasing leptokurtosis as sampling frequency increases. However, large drawdowns are not matched with equally large upward movements. Gaussian behavior. ...
Here are four links: http://www.bloomberg.com/quote/SPX:IND http://www.bloomberg.com/quote/DAX:IND eu.spindices.com/indices/equity/sp-500 www.boerse-frankfurt.de/en/equities/indices/dax+DE0008469008
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