Evaluating the Effectiveness of GARCH Models in the Estimation of Systematic Risk in listed companies of the Tehran Stock Exchange
The stock market of each country, in addition to reflecting its economic structure, is considered as an important source of capital Circulation of that country. Therefore, recognizing the causes of instability in market is of great importance for economic planners. The purpose of this research is sy...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Isfahan
2020-03-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_23535_6e82a68f0d52628cbeb109824291d5e3.pdf |