The Investigation and Explanation of Local Model of Effective Internal Factors on Stock Price Index in Tehran Stock Exchange with Fuzzy Approach
نویسندگان
چکیده
منابع مشابه
The Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange
The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...
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On the Predictability of Price Fluctuations in Tehran Stock Exchange A Correlation Dimension Estimation Approach
This paper employs a general non-linear analysis tool to analyse the nature of time series associated with the price (returns) of a particular company in Tehran Stock Exchange. It is shown that the behavior of the process associated with the price (returns) time-series of this company is weakly chaotic, and due to the non-random behavior of the process, short term prediction of stock price is p...
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ژورنال
عنوان ژورنال: Journal of Applied Sciences
سال: 2009
ISSN: 1812-5654
DOI: 10.3923/jas.2009.258.267