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Keywords = Chaos
Number of Articles: 3
Chaotic Process in The Tehran Stock Price Index
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 MoreForecasting Crude Oil Futures Prices
Volume 6, Issue 21 , February 2005, , Pages 67-90
Abstract
The movements in oil prices are complex and, therefore, seem to be unpredictable. The traditional linear structural models have not been promising when applied to forecasting, particularly in the case of complex series such as oil prices. Although linear and nonlinear time series models have done much ... Read MoreA REVIEW ON CHAOS AND ITS APPLICATIONS IN ECONOMICS
Volume 4, Issue 12 , October 2002, , Pages 29-68