Identifying Financial Bubbles Using Finite-Time Singularity GARCH Model: A Case Study of Tehran Stock Exchange

Mediterranean Journal of Social Sciences
doi 10.5901/mjss.2016.v7n4s2p109
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Richtmann Publishing

Related search

An Empirical Study on Market Timing Theory: A Case Study of Tehran Stock Exchange

Management Science Letters
AccountingManagementBusiness
2012English

Portfolio Optimization Using the GO-GARCH Model: Evidence From Ukrainian Stock Exchange

Economic Annals-XXI
EconomicsSociologyEconometricsPolitical ScienceFinance
2016English

A Simple Model for Modeling of Tehran Stock Exchange Price Index’s Dynamics

Journal of Research in Economic Modeling
2016English

Measuring Volatility Using Garch Models : An Application to Selected Stock of Dhaka Stock Exchange

International Journal of Advanced Research
2020English

Asset Management Using Genetic Algorithm: Evidence From Tehran Stock Exchange

Management Science Letters
AccountingManagementBusiness
2014English

Financial Market Analysis of Bombay Stock Exchange Using an Agent Based Model

International Journal of Computer Applications
2010English

The Effective Factors of Financial Information Quality in Listed Companies on Tehran Stock Exchange

International Journal of Accounting and Financial Reporting
2014English

Return Predictability of Stock Price Index in Tehran Stock Exchange

International Letters of Social and Humanistic Sciences
2013English

A Study of the Barriers of Implementation of Accounting Information System: Case of Listed Companies in Tehran Stock Exchange

Journal of Economics and Behavioral Studies
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy