Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index
The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean square error (RMSE), the mean absolute error (MAE) and the Theil index. Under RMS...
| الحاوية / القاعدة: | فصلنامه پژوهشهای اقتصادی ایران |
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| المؤلفون الرئيسيون: | , |
| التنسيق: | مقال |
| اللغة: | الفارسية |
| منشور في: |
Allameh Tabataba'i University Press
2009-09-01
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| الوصول للمادة أونلاين: | https://ijer.atu.ac.ir/article_3486_67087065a56890c50738abb07c270ca5.pdf |