Research Article
Forecasting Crude Oil Price and Stock Price by Jump Stochastic Time Effective Neural Network Model
Table 6
Scaling exponent of the absolute returns.
| | Scaling exponent | SHCI | SZCI | SZPI | Daqing | Shengli | SINOPEC |
| | 3.5852 | 3.6523 | 3.7007 | 3.8456 | 3.9760 | 3.6342 | | 5.6438 | 5.7443 | 5.6002 | 5.9843 | 5.7712 | 5.8732 |
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