Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange
Year of publication: |
2015
|
---|---|
Authors: | Araghi, Mansour Khalili ; Ghazani, Majid Mirzaee |
Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 19.2015, 3, p. 377-393
|
Subject: | stock return volatility | volatility persistence | ICSS algorithm | GARCH models | ARCH-Modell | ARCH model | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienmarkt | Stock market | Zeitreihenanalyse | Time series analysis |
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