A Note on Monitoring Fuzzy Financial Returns

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