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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شناسه ملی سند علمی:
JR_AMFA-9-2_018
تاریخ نمایه سازی: 29 مرداد 1403
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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