Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model

Subject Areas : Financial Mathematics

Gholamreza Zomorodian ¹ , Laleh Barzegar ² , Soghra Kazemi ³ , Mohammad Poortalebi ⁴

1 - Department of Management, Islamic Azad University Central Tehran Branch, Tehran, Iran.
2 - Department of Management Accounting, University of Rasht, Rasht, Iran
3 - Department of Management Accounting, University of Rasht, Rasht, Iran
4 - Department of Management, University of Tehran, Tehran, Iran

Received: 2017-01-30 Accepted : 2017-01-30 Published : 2016-11-01

Keywords:

References:

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