Morteza Farhadi Sartangi

[ 1 ] - A Fuzzy Random Walk Technique to Forecasting Volatility of Iran Stock Exchange Index

Study of volatility has been considered by the academics and decision makers dur-ing two last decades. First since the volatility has been a risk criterion it has been used by many decision makers and activists in capital market. Over the years it has been of more importance because of the effect of volatility on economy and capital markets stability for stocks, bonds, and foreign exchange mark...