Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index
The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean square error (RMSE), the mean absolute error (MAE) and the Theil index. Under RMS...
| Hlavní autoři: | , |
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| Médium: | Článek |
| Jazyk: | fas |
| Vydáno: |
Allameh Tabataba'i University Press
2009-09-01
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| Edice: | فصلنامه پژوهشهای اقتصادی ایران |
| On-line přístup: | https://ijer.atu.ac.ir/article_3486_67087065a56890c50738abb07c270ca5.pdf |