منابع مشابه
conditional copula-garch methods for value at risk of portfolio: the case of tehran stock exchange market
ارزش در معرض ریسک یکی از مهمترین معیارهای اندازه گیری ریسک در بنگاه های اقتصادی می باشد. برآورد دقیق ارزش در معرض ریسک موضوع بسیارمهمی می باشد و انحراف از آن می تواند موجب ورشکستگی و یا عدم تخصیص بهینه منابع یک بنگاه گردد. هدف اصلی این مطالعه بررسی کارایی روش copula-garch شرطی در برآورد ارزش در معرض ریسک پرتفویی متشکل از دو سهام می باشد و ارزش در معرض ریسک بدست آمده با روشهای سنتی برآورد ارزش د...
Effect of Profitability Indices on the Capital Structure of Listed Companies in Tehran Stock Exchange
The main objective of this research is the index of profitability on the capital structure of listed companies on the Stock Exchange of Tehran. Statistical population consisted of all above companies that 138 companies were selected in time zone of 2011-2014 after screening method (systematic elimination). The research method is descriptive and correlation and study variable is profitability in...
متن کاملPerformance Evaluation of the Technical Analysis Indicators in Comparison whit the Buy and Hold Strategy in Tehran Stock Exchange Indices
Technical analysis is one of the financial market analysis tools. Technical analysis is a method of anticipating prices and markets through studying historical market data. Based on the factors studied in this type of analysis, indicators are designed and presented to facilitate decision-making on buy and sell stress and then buy and sell action in financial markets. This research evaluates per...
متن کاملInvestigating the Impact of Time-varying Volatility of Macroeconomic Indices on the Predictability of Optimal Stock Portfolio Return in Tehran Stock Exchange
In this study, 3 models of Time-Varying Parameters (TVP), Dynamic Model Selection (DMS) and Dynamic Model Averaging (DMA) and a comparison with the Ordinary Least Squares (OLS) method in MATLAB in the time period 2003-2013 (with data on a monthly basis) are discussed. In the present study, the variables of unofficial exchange rate changes, interest rate changes and inflation in oil price foreca...
متن کاملInvestigating the Impact of Time-varying Volatility of Macroeconomic Indices on the Predictability of Optimal Stock Portfolio Return in Tehran Stock Exchange
In this study, 3 models of Time-Varying Parameters (TVP), Dynamic Model Selecting (DMS) and Dynamic Model Averaging (DMA) and their comparison via the Ordinary Least Squares (OLS) method in MATLAB in the time period 2003-2013 (monthly) are discussed. In the present study the variables of unofficial exchange rate changes, interest rate changes and inflation oil price forecast returns for stocks ...
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ژورنال
عنوان ژورنال: Modern Technologies and Scientific and Technological Progress
سال: 2020
ISSN: 2686-9896
DOI: 10.36629/2686-9896-2020-1-334-335