Analysis of Realized Volatility in Tehran Stock Exchange using Heterogeneous Autoregressive Models Approach
<strong>Objective: </strong>The present study aims atinvestigating the behavior of realized volatility for high-frequency data of Tehran Stock Index from April28<sup>th</sup>, 2012 to August 8<sup>th</sup>, 2018. <strong>Methods:</strong> Three differe...
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| Format: | Article |
| Language: | fas |
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University of Tehran
2018-11-01
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| Series: | تحقیقات مالی |
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| Online Access: | https://jfr.ut.ac.ir/article_68613_7e3c1f21ec05bbd1a2fcabb960c1ebf1.pdf |