  We select n stocks traded in the New York Stock Exchange and we form a
statistical ensemble of daily stock returns for each of the k trading days of
our database from the stock price time series. We analyze each ensemble of
stock returns by extracting its first four central moments. We observe that
these moments are fluctuating in time and are stochastic processes themselves.
We characterize the statistical properties of central moments by investigating
their probability density function and temporal correlation properties.
