نتایج جستجو برای: modeling and forecasting the volatility of tehran exchange dividend price index (tedpix)the present research

تعداد نتایج: 25111870  

Journal: :تحقیقات مالی 0
رضا تهرانی دانشیار دانشکده مدیریت دانشگاه تهران، ایران شاپور محمدی عضو هیئت علمی دانشکده مدیریت دانشگاه تهران، ایران محمدرضا پورابراهیمی دانشجوی دوره دکترای مدیریت مالی دانشکده مدیریت دانشگاه تهران، ایران

modeling and forecasting the volatility of tehran exchange dividend price index (tedpix) the present research, analyses the forecasting performance of a variety of conditional and non-conditional models of tedpix volatility at the daily frequencies performance criterion namely the root mean square error (rmse). under rmse, results show ma250 and cgarch models had better performance between non ...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد مرودشت - دانشکده علوم تربیتی و روانشناسی 1393

type text or a website address or translate a document. abstract liquidity is considered the most important aspect of the development of stock markets. the main objective of this study was to evaluate the effect of the quality of financial information provided to replace its financial statements nmvdh and shrkt hayy that the liquidity of the shares on the tehran stock exchange is between the ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده علوم تربیتی و روانشناسی 1391

abstract: research purpose: the purpose of this research is to identify academic databases assessment factors and criteria at law and political science majors. the necessity of this research is to distinguish academic databases assessment factors and criteria and to identify the most important ones and rank them in order to select an appropriate database according to students’ and faculty memb...

This paper aims to determine the impact of dividend policy on stock price volatility by taking firms listed on Tehran stock exchange.  A sample of 68 listed companies from Tehran stock exchange is examined for a period from 2001 to 2012.  The estimation is based on cross-sectional ordinary least square regression analysis to find the relationship between share price volatility and dividend poli...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مازندران 1388

some researches made in the field of agency problem issue, deal with the role of control systems regarding owners and managers. in this research the relationship between the two control mechanisms, namely the voluntary disclosure (external control mechanism) and outside directors (internal control mechanism), which are reductive of agency problems, has been studied. for this reason, a sample ...

پایان نامه :0 1392

nowadays in trade and economic issues, prediction is proposed as the most important branch of science. existence of effective variables, caused various sectors of the economic and business executives to prefer having mechanisms which can be used in their decisions. in recent years, several advances have led to various challenges in the science of forecasting. economical managers in various fi...

پایان نامه :دانشگاه آزاد اسلامی - دانشگاه آزاد اسلامی واحد تهران مرکزی - دانشکده زبانهای خارجی 1391

abstract: proverbs are of the language materials which of the food of any language depends on the quality and quantity of these same materials. in the present research, the researcher tried to present the ramsarian proverbs according to four variables of color, fruit, plantsand animals that selected from the book of the members of each of these four variables, put them into the spss system fo...

Explaining dividend policy has been one of the most difficult challenges facing financial economists. Despite decades of study, we have yet to completely understand the factors that influence dividend policy and the manner in which these factors interact.The aim of this paper is to examine the relation between dividend policy and share price volatility in Tehran Stock Exchange (TSE). The analys...

Journal: :international journal of finance, accounting and economics studies 0

this paper aims to determine the impact of dividend policy on stock price volatility by taking firms listed on tehran stock exchange.  a sample of 68 listed companies from tehran stock exchange is examined for a period from 2001 to 2012.  the estimation is based on cross-sectional ordinary least square regression analysis to find the relationship between share price volatility and dividend poli...

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