Nonlinear dynamics and daily stock returns on the Taiwan Stock Exchange

Yih-Luan Chyi

Applied Financial Economics, 1997, vol. 7, issue 6, 619-634

Abstract: This paper studies the nonlinear dynamics of the stock returns on the Taiwan Stock Exchange. A fuzzy system modelling approach is introduced to fit and forecast the stock returns on the TSE. The result of the BDS test implies that we may have a good chance to fit and forecast more accurately the daily stock returns by using a fuzzy system model

Date: 1997
References: View complete reference list from CitEc
Citations: View citations in EconPapers (4)

Downloads: (external link)
http://www.tandfonline.com/doi/abs/10.1080/758533854 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apfiec:v:7:y:1997:i:6:p:619-634

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAFE20

DOI: 10.1080/758533854

Access Statistics for this article

Applied Financial Economics is currently edited by Anita Phillips

More articles in Applied Financial Economics from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().