A Survey of the time scale of capital asset pricing model (CAPM) by wavelet Transfarm
This essay deals with the possibility of better description of market return covariance and the efficiency of share company which are listed in Tehran stock exchange and seven world countries’ as well as capital asset pricing model by using wavelet conversion approach. In this sense, data was extrac...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2010-02-01
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| Series: | بررسیهای حسابداری و حسابرسی |
| Subjects: | |
| Online Access: | https://acctgrev.ut.ac.ir/article_20799_80dbdb8c2ebb3c1d1f5e3d8115f72dbb.pdf |