CHAOTIC TREND TESTING IN THE SHARE RETURN OF TEHRAN STOCK MARKET

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BEHDAD SALAMI A.

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Journal: ECONOMIC RESEARCH REVIEW Year:2002 | Volume:2 | Issue:5 Page(s): 35-74

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Title

CHAOTIC TREND TESTING IN THE SHARE RETURN OF TEHRAN STOCK MARKET

Author(s)

BEHDAD SALAMI A. | Issue Writer Certificate

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Abstract

Almost all of the statistical observations concerning the economical variables use those experiments which take chaotic inputs as random inputs, while these sort of inputs are originated from determinable system which is linked with some disorder. Thus, some other kind of experiments have been developed of which 80S, Graoss berger, Prokachia and entropy of Colemo graph are among the most important ones. Applying these tests on daily TEPIX (Tehran Exchange Price Index) from 1996 till 2001 shows that we can"t reject the chaotic movement hypothesis in it"s trend.

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APA: Copy

BEHDAD SALAMI, A.. (2002). CHAOTIC TREND TESTING IN THE SHARE RETURN OF TEHRAN STOCK MARKET. ECONOMIC RESEARCH REVIEW, 2(5), 35-74. SID. https://sid.ir/paper/67111/en

Vancouver: Copy

BEHDAD SALAMI A.. CHAOTIC TREND TESTING IN THE SHARE RETURN OF TEHRAN STOCK MARKET. ECONOMIC RESEARCH REVIEW[Internet]. 2002;2(5):35-74. Available from: https://sid.ir/paper/67111/en

IEEE: Copy

A. BEHDAD SALAMI, “CHAOTIC TREND TESTING IN THE SHARE RETURN OF TEHRAN STOCK MARKET,” ECONOMIC RESEARCH REVIEW, vol. 2, no. 5, pp. 35–74, 2002, [Online]. Available: https://sid.ir/paper/67111/en

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