Application Extreme Value Theory and long-Memory to Stock Market in Iran (In Framework Model-GARCH)
During last decades, financial markets have witnessed large losses due to their exposure to unexpected market crash. Resulting in these financial disasters, financial institutions, regulators and academics have developed intensive research to provide better measurement techniques and hedging tools....
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Isfahan
2018-12-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_23282_596e923c6b897276e225913211120daa.pdf |