Using Lyapunov’s method for analysing of chaotic behaviour on financial time series data: a case study on Tehran stock exchange-Reference-Cited by-同舟云学术

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

Published:2020 Issue:3 Volume:2 Page:297-308
ISSN:2689-3010
Container-title:National Accounting Review
language:en
Short-container-title:

Author:

Reza Abbaszadeh Mohammad, ,Jabbari Nooghabi Mehdi,Mahdi Rounaghi Mohammad, ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Medicine

Link

http://www.aimspress.com/article/10.3934/NAR.2020017/pdf

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5. Autoregressive conditional heteroskedasticity with estimates of the variance of U

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