Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System

Table 1

The values of the inflection points.

SSECI	𝑓𝑢(𝜏,𝜃)	𝑓𝑑(𝜏,𝜃)	𝑓𝑠(𝜏,𝜃)	𝑔𝑢(𝜏,𝜃)	𝑔𝑑(𝜏,𝜃)
𝜏=1	0.0907	0.0930	0.0930	0.0907	0.0907
𝜏=5	0.1928	0.1777	0.1928	0.1777	0.1777
𝜏=20	0.0300	0.2865	0.0300	0.2865	0.2865
𝜏=60	0.4988	0.5100	0.5100	0.4988	0.4988
𝜏=120	0.7763	0.7830	0.7830	0.7763	0.7763
𝜏=250	1.2555	1.2337	1.2555	1.2337	1.2337
Simulation data	𝑓𝑢(𝜏,𝜃)	𝑓𝑑(𝜏,𝜃)	𝑓𝑠(𝜏,𝜃)	𝑔𝑢(𝜏,𝜃)	𝑔𝑑(𝜏,𝜃)
𝜏=1	0.0660	0.0720	0.0720	0.0660	0.0660
𝜏=5	0.1732	0.2055	0.2055	0.1732	0.1732
𝜏=20	0.4402	0.3465	0.4402	0.3465	0.3465
𝜏=60	0.7155	0.5062	0.7155	0.5062	0.5062
𝜏=120	0.9210	0.7620	0.9210	0.7620	0.7620
𝜏=250	0.9547	1.0328	1.0328	0.9547	0.9547