Financial Management Perspective

Financial Management Perspective

Keywords = Stochastic Volatility
Number of Articles: 2

Investigating the Volatility Persistence in Tehran Stock Exchange

Volume 12, Issue 39, Summer 2022, Pages 9-31

10.52547/jfmp.12.39.9

Moslem Nilchi, Daryush Farid, Moslem Peymani, Hamidreza Mirzaei

Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market

Volume 11, Issue 34, Summer 2021, Pages 69-94

10.52547/jfmp.11.34.69

Navideh Modarresi, Moslem Peymani, Moshtagh Darvishi

Financial Management Perspective

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