Using Bayesian Approach to Study the Time Varying Correlation among Selected Indices of Tehran Stock Exchange
<strong>Objective:</strong> The effect of the contagion between financial assets is one of the most important challenges that investors are faced with. Financial markets have been severely affected by economic, political, and social events and they are subject to volatility and turmoil t...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2019-05-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_71564_b3653ac30eb2a2da631679127f945cab.pdf |