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http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/557Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Habibi, Reza | - |
| dc.date.accessioned | 2022-09-30T05:45:34Z | - |
| dc.date.available | 2022-09-30T05:45:34Z | - |
| dc.date.issued | 2013-09-06 | - |
| dc.identifier.issn | 2278-9561 | - |
| dc.identifier.issn | 2278-957X | - |
| dc.identifier.uri | http://dspace.chitkarauniversity.edu.in/xmlui/handle/123456789/557 | - |
| dc.description.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. | en_US |
| dc.language.iso | en | en_US |
| dc.relation.ispartofseries | ;CHAENG/2013/49583 | - |
| dc.subject | LR-Fuzzy number | en_US |
| dc.subject | Rate of return | en_US |
| dc.title | A Note on Monitoring Fuzzy Financial Returns | en_US |
| dc.type | Article | en_US |
| 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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