Norouzzadeh, P.; Jafari, G.R. - In: Physica A: Statistical Mechanics and its Applications 356 (2005) 2, pp. 609-627
We report an empirical study of Tehran price index (TEPIX). To analyze our data we use various methods like as, rescaled range analysis (R/S), modified rescaled range analysis (Lo's method), detrended fluctuation analysis (DFA) and generalized Hurst exponents analysis. Based on numerical...
