Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH

Subject Areas : Financial Mathematics

Hossein Panahian ¹ (Department Of Accounting , Kashan Branch , Islamic Azad University , Kashan , Iran)
Seyed Reza Ghazi Fini ² (Department of Accounting, Kashan Branch, Islamic Azad University, Kashan, Iran)

Received: 2018-06-20 Accepted : 2018-06-20 Published : 2018-06-01

Keywords:

References:

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