Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX)
Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) The present research, analyses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies performance criterion namely the root mean square...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2011-01-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_22734_ace1f0fd33b8a582e2f8f16fb930be9b.pdf |