The Design of Relationship Model between (IRAN) Economic Markets Return and Capital Market Return Exploiting Comonotonicity in Probability Theory
This paper investigates the design of an efficient model so as to anticipate the basic economic market rate of returns. To do so, accepting the relationships, interactions and effectiveness of these markets and exploiting Comonotonic Functions under Probability Function Framework as well as using we...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Iran Finance Association
2019-07-01
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| Series: | Iranian Journal of Finance |
| Subjects: | |
| Online Access: | https://www.ijfifsa.ir/article_107054_f141f5e13402c1fd5b1f38abe9a130bd.pdf |