Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model

Volume 16, Issue 1, April 2014, Pages 77-98

10.22059/jfr.2014.51841

Reza Raee; Shapoor Mohmadi; Alireza Saranj

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Estimating Probability of Private Information Based Trade Using Microstructure Model

Volume 15, Issue 1, September 2013, Pages 17-28

10.22059/jfr.2013.35430

Reza Raee; Shapour Mohammadi; Reza Eyvazloo

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Modeling Volatility: Evidence from Tehran Stock Exchange

Volume 11, Issue 27, July 2010

Shapour Mohammadi; Reza Raei; Reza Tehrani; Arash Faizabad

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Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange

Volume 10, Issue 25, March 2009

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Volume 8, Issue 21, August 2008

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• PDF 241.8 K