A Comparison between the Performance of Standard Capital Asset Pricing Model and Capital Asset Pricing Model Based on Symmetric and Asymmetric Conditional Heteroscedasticity in Tehran Stock Exchange

<span style="font-family: Times New Roman; font-size: small;">The capital asset pricing model has been one of the most prevalent models in assessing investors’ expected rate of return. Provided that it is likely that the residuals of the estimated regression of this model resemble conditional hetero...

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Principais autores:	Reza Raei, Mahdi Asima
Formato:	Artigo
Idioma:	Persa
Publicado em:	University of Tehran 2017-12-01
Colecção:	تحقیقات مالی
Assuntos:	asymmetry conditional heteroscedasticity auto regressive conditionally heteroscedastic (arch) capital asset pricing model investment symmetry conditional heteroscedasticity
Acesso em linha:	https://jfr.ut.ac.ir/article_66705_d80fc253fc3e6f09c5fa599ddee19537.pdf
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