عنوان مقاله [English]
نویسندگان [English]چکیده [English]
This research investigates multifractality in the Tehran Stock-Exchange index TEPIX. By analyzing the TSE price index daily returns using MF-DFA method, it is found that there are two different types of sources for multifractality in time series, namely, fat-tailed probability distributions and log rang correlations. In the Tehran Stock Exchange, prices have a correlation and memory; therefore expert investors can achieve a more return.