Modeling and Application of a New Nonlinear Fractional Financial Model
Table 3
The second equation in (9) under the several time steps of discretization.
0.6
0.7
0.8
0.9
1
0.2419**
0.2384**
0.2321**
0.2239**
0.2145**
(0.0448)
(0.0448)
(0.0448)
(0.0448)
(0.0448)
0.6527**
0.6434**
0.6264**
0.6043**
0.5789**
(0.0123)
(0.0123)
(0.0123)
(0.0123)
(0.0123)
−2.1378**
−2.1071**
−2.0517**
−1.9793**
−1.8958**
(0.0255)
(0.0255)
(0.0255)
(0.0255)
(0.0255)
−5.4639***
−5.3856***
−5.2439***
−5.0590***
−4.8456***
(0.0035)
(0.0035)
(0.0035)
(0.0035)
(0.0035)
10.8938**
10.7378**
10.4553**
10.0865**
9.6611**
(0.0282)
(0.0282)
(0.0282)
(0.0282)
(0.0282)
−4.2457**
−4.1849**
−4.0748**
−3.9311**
−3.7653**
(0.0197)
(0.0197)
(0.0197)
(0.0197)
(0.0197)
4.2928**
4.2313**
4.1200**
3.9747**
3.8070**
(0.0179)
(0.0179)
(0.0179)
(0.0179)
(0.0179)
SSR
Prob(F)
(0.0179)
(0.0179)
(0.0179)
0.0180
0.0180
Note. ***, **, and * denote statistical significance at the 1%, 5%, and 10% levels. SSR is the sum squared residuals. Prob is the P value of F-statistic.
