عنوان مقاله [English]
نویسندگان [English]چکیده [English]
It is well known that many financial time series show choatic behaviors. The research examines the complex dynamical behaviors using chaos test and attractor points' analysis in Tehran Stock Exchange (TSE) during the period 1385-93. Positiveity of Lyapunov Exponent is an operational definition of chaos. We select some sample stocks from Tehran Stock Exchange and utilize three major methods for estimating Lyapunov Exponents on their prices series. Incoming results indicate that the prices series are chaotic and estimated fixed points show local equilibriums, which are interest of policy makers, analysis and investors in financial markets.