كاهش اخلال غير خطي در شاخص قيمت بازار اوراق بهادار تهران

In recent years, facts and evidences reveal that cycles in financial markets do not have the same duration and frequencies. So, the use of non-linear models for estimations in this market is more appropriate. Evidence from Tehran Stock Market for the period of may 26.2002-may 21.2003 confirms the above statement. Using shriber method we found that Noise have a range of 22 to 57 percent in TSM.