Using Lyapunov’s method for analysing of chaotic behaviour on financial time series data: a case study on Tehran stock exchange

In the last decade there is a constantly growing interest in application of mathematics methods and econophysics methods to solve various problems concerning finance, economics, etc. Chaos and its application are importance for most of the current financial and economic phenomena. Financial markets...

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Bibliographic Details
Main Authors: Mohammad Reza Abbaszadeh, Mehdi Jabbari Nooghabi, Mohammad Mahdi Rounaghi
Format: Article
Language:English
Published: AIMS Press 2020-10-01
Series:National Accounting Review
Subjects:
Online Access:https://www.aimspress.com/article/10.3934/NAR.2020017/fulltext.html