Research Article
Nonlinear Fluctuation Behavior of Financial Time Series Model by Statistical Physics System
Table 2
and
for SSECI, HSI, simulation data, and their shuffled series.
| ā | Original data | Shuffled data | ā | SSECI | HSI | Simulation data | SSECI | HSI | Simulation data |
| | 0.7049 | 0.6277 | 0.6195 | 0.7490 | 0.6124 | 0.6253 | | 0.6238 | 0.4637 | 0.5195 | 0.5486 | 0.3980 | 0.4282 | | 0.0811 | 0.1640 | 0.1000 | 0.2004 | 0.2144 | 0.1971 |
| | 0.7562 | 0.6732 | 0.6538 | 0.7736 | 0.6314 | 0.6717 | | 0.5793 | 0.3304 | 0.4555 | 0.4466 | 0.2636 | 0.3476 | | 0.1768 | 0.3428 | 0.1983 | 0.3270 | 0.3678 | 0.3241 |
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