Journal of Applied Mathematics / 2012 / Article / Tab 6

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

𝛼 𝐴 3.5852 3.6523 3.7007 3.8456 3.9760 3.6342
𝛼 𝑃 5.6438 5.7443 5.6002 5.9843 5.7712 5.8732

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