REDUCTION OF NON-LINEAR NOISE IN THE PRICE INDEX OF TEHRAN

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LOTFI U; SALAMI A.B.

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Journal Paper

Paper Information

Journal: ECONOMIC RESEARCH REVIEW Year:2003 | Volume:3 | Issue:3-4 Page(s): 199-122

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Title

REDUCTION OF NON-LINEAR NOISE IN THE PRICE INDEX OF TEHRAN"S STOCK MARKET

Author(s)

LOTFI U | SALAMI A.B. | Issue Writer Certificate

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Abstract

In recent years, facts and evidences reveal that cycles in financial marketsdo not have the same duration and frequencies. So, the use of non-linear models for estimations in this market is more appropriate. Evidence from Tehran Stock Market for the period of may 26.2002-may 21.2003 confirms the above statement. Using shriber method wefound that Noisehave a range of 22 to 57 percent in TSM.

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APA: Copy

LOTFI, U, & SALAMI, A.B.. (2003). REDUCTION OF NON-LINEAR NOISE IN THE PRICE INDEX OF TEHRAN"S STOCK MARKET. ECONOMIC RESEARCH REVIEW, 3(3-4), 199-122. SID. https://sid.ir/paper/528196/en

Vancouver: Copy

LOTFI U, SALAMI A.B.. REDUCTION OF NON-LINEAR NOISE IN THE PRICE INDEX OF TEHRAN"S STOCK MARKET. ECONOMIC RESEARCH REVIEW[Internet]. 2003;3(3-4):199-122. Available from: https://sid.ir/paper/528196/en

IEEE: Copy

U LOTFI, and A.B. SALAMI, “REDUCTION OF NON-LINEAR NOISE IN THE PRICE INDEX OF TEHRAN"S STOCK MARKET,” ECONOMIC RESEARCH REVIEW, vol. 3, no. 3-4, pp. 199–122, 2003, [Online]. Available: https://sid.ir/paper/528196/en

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