The Analysis of Multifractal System, Long-Term Memory, and Weak Form Efficiency of the Returns in Tehran Stock Exchange

DOI10.22075/IJNAA.2020.4603OpenAlexW3116014584MaRDI QIDQ5052847

Hossein Tebyaniyan, Farzaneh Heidarpour, Azita Jahanshad

Publication date: 25 November 2022

Full work available at URL: https://ijnaa.semnan.ac.ir/article_4603_60c693b913b05019bf32f848314446b7.pdf

zbMATH Keywords

stock returnschaos theory and Hurst indicesmultifractal systems

Mathematics Subject Classification ID

Fractals (28A80) Financial markets (91G15)

Cites Work

• Partial chaos suppression in a fractional order macroeconomic model

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