I would like to reproduce the results in the paper "The scale of market quakes", from T. Bisig, But I am getting stuck at the computation of the Fourier Coefficients in equation (4). They are defined as the magnitude of the Fourier frequency computed from the discretized omega(t). I know how to compute a Discrete Fourier Transform but which omega(t) should I use? It's also not clear why you need a DFT at all. Is it to filter the signal?