چكيده لاتين :
Modeling and analysis of future prices has been hot topic
for economic analysts in recent years. Traditionally, the
complex movements in the prices are usually taken as random
or stochastic process. However, they may be produced by a
deterministic nonlinear process. Accuracy and efficiency of
economic models in the short period forecasting is strategic and
crucial for business world. Nonlinear models are efficient
enough and suitable for short time forecasting. So notable
attempts is devoted on understanding different economic time
seriesי and nonlinear dynamical models that can fit them.
In this paper, it is tried to investigate Tehran stock exchange
index time series. It is assumed. So, the Correlation Dimension
(CD), the Hurst Exponent, and the Largest Lyapunov Exponent
(LLE) ofthe time series are calculated. It is shown that the time
series corresponding to Tehran stock Exchange index is
nonlinear. The analyses of the results show enough evidence to
accept the conjecture of existence chaotic behavior in Tehran
stock exchange index.
