Presenting a new hybrid method for predicting the Stock Exchange price inde

The trend of the stock price index, has taken as one of the investment criteria consistently. Because of the two components of nonlinear and time series price index volatility, in this study, a new hybrid model presented that can predict move and change of these two components of the trend of the in...

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Bibliographic Details
Main Authors: Diako Dorodi, Seyed Babak Abrahimi
Format: Article
Language:fas
Published: University of Tehran 2017-02-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_62582_264eb812014c955cf68f4d0e6e326525.pdf