Jump Identification as a Proxy of Information Shocks, In Tehran Stock Exchange.

Publish Year: 1400
نوع سند: مقاله ژورنالی
زبان: English
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JR_AMFA-9-2_018

تاریخ نمایه سازی: 29 مرداد 1403

Authors

Hadis Taghaddosi

Department of Financial Engineering, Faculty of Industrial and System Engineering, Tarbiat Modares University, Tehran, Iran.

Farimah Mokhatab Rafiei

Department of Financial Engineering, Faculty of Industrial Engineering ; Systems, Tarbiat Modares University, Tehran, Iran.

Ali Husseinzadeh Kashan

Faculty of Industrial and Systems Engineering, Tarbiat Modares University, Tehran, Iran