Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH

Efficient financial markets with high degree of transparency do not substantiate the hypothesis that there are differences in the volatility of return. Generally, there are factors rejecting any perfect similarity in the volatility of return in the emerging stock markets, as previous studies in Iran...

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Bibliographic Details
Main Authors: Hossein Panahian, Seyed Reza Ghazi Fini
Format: Article
Published: Islamic Azad University of Arak 2018-06-01
Series:Advances in Mathematical Finance and Applications
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