Shahed University

Evaluating forecast performance of asymmetric GARCH models on Tehran stock exchange

Seyede Alemohammad
URL :   http://research.shahed.ac.ir/WSR/WebPages/Report/PaperView.aspx?PaperID=54042
Date :  2017/08/22
Publish in :    چهل و هشتمين کنفرانس رياضي ايران


Keywords :asymmetric, GARCH, models, stock

Abstract :



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