Abrupt changes in volatility : evidence from TEPIX Index in Tehran stock exchange
Mansour Khalili Araghi; Majid Mirzaee Ghazani
| Year of publication: |
2015
|
|---|---|
| Authors: | Araghi, Mansour Khalili ; Ghazani, Majid Mirzaee |
| Published in: |
Iranian economic review : journal of University of Tehran. - Teheran : [Verlag nicht ermittelbar], ISSN 2588-6096, ZDB-ID 2627358-5. - Vol. 19.2015, 3, p. 377-393
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| Subject: | stock return volatility | volatility persistence | ICSS algorithm | GARCH models | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis | Börsenhandel | Stock exchange trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2015.56859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011456700