Please use this identifier to cite or link to this item:
http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/557| Title: | A Note on Monitoring Fuzzy Financial Returns |
| Authors: | Habibi, Reza |
| Keywords: | LR-Fuzzy number Rate of return |
| Issue Date: | 6-Sep-2013 |
| Series/Report no.: | ;CHAENG/2013/49583 |
| Abstract: | This paper presents change point analysis for stock market time series where it is assumed the rate of return on securities is approximated as LR-fuzzy numbers. We consider the change point detection in the mean and variance of returns. The methods are proposed and their theoretical aspects are studied. A real data set is also considered. Finally, a conclusion section is given. |
| URI: | http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/557 |
| ISSN: | 2278-9561 2278-957X |
| Appears in Collections: | Vol. 2 No. 1 (2013) |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 142-Article Text-290-1-10-20190607.pdf | 254.56 kB | Adobe PDF | View/Open |
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