Panel Data Stock Returns’ Volatility Modeling (Case study of Tehran Stock Exchange)
Because of its extensive applications in financial analysis, stock market volatility modeling is a significantly important issue for stock market practitioners and academicians. Using GARCH models to formulate the conditional variance heteroskedasticity and the taking advantages of panel data techni...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Tehran
2011-08-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_23826_b85440d2c5d4b72b18381f46bdf8e27d.pdf |