Open AccessUsing Lyapunov’s method for analysing of chaotic behaviour on financial time series data: a case study on Tehran stock exchange
Author(s) -
Mahsa Abbaszadeh,
Mehdi Jabbari Nooghabi,
Mohammad Mahdi Rounaghi
Publication year - 2020
Publication title -
national accounting review
Language(s) - English
Resource type - Journals
ISSN - 2689-3010
DOI - 10.3934/nar.2020017
Subject(s) - chaotic , stock exchange , econophysics , lyapunov exponent , financial market , econometrics , series (stratigraphy) , economics , stock market , finance , stock (firearms) , time series , financial economics , mathematics , statistics , geography , paleontology , context (archaeology) , management , archaeology , biology