Chaotic Process in The Tehran Stock Price Index
The very complex movements in the stock prices are usually taken as random or stochastic, but they may be produced by a deterministic data generating process. Chaos refers to the nonlinear dynamic deterministic process that generates a series, which appears like random, but has a long memory. In the...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2006-01-01
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| Series: | فصلنامه پژوهشهای اقتصادی ایران |
| Subjects: | |
| Online Access: | https://ijer.atu.ac.ir/article_3716_f477a788f79745cda4016b772b692f36.pdf |