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Forecasting Tehran stock exchange volatility; Markov switching GARCH approach
Abounoori, Esmaiel, Elmi, Zahra (Mila), Nademi, YounesVolume:
445
Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2015.10.024
Date:
March, 2016
File:
PDF, 1.29 MB
english, 2016