The Measurement of Risk based on the Criterion of Value at Risk via Model of GARCH (A Study of Stock of Listeَd Companies in Tehran Stock Exchange (TSE) in the Cement Industry)
All of investors in the Stock Exchange face risks. Thus, the measurement of risk is among the most important matters to investors. This study deals with the measurement of risk by criterion of Value at Risk. VaR was measured by using a GARCH model. The stock of the listed companies in Tehran Stock E...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Persa |
| Vydáno: |
Alzahra University
2015-09-01
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| Edice: | راهبرد مدیریت مالی |
| Témata: | |
| On-line přístup: | http://jfm.alzahra.ac.ir/article_2095_511f7688ea5e8efa05de1837bf32c583.pdf |
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