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Chaotic Process in The Tehran Stock Price Index

Saeed Moshiri; Habib Morovat

Volume 7, Issue 25 , February 2006, , Pages 47-64

Abstract
  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 ...  Read More