Impact of the Selected Domestic and Foreign Markets Returns on Stock Price in Iran
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More about this item
KeywordsStocks; Oil Price; Exchange Rate; Copper; Steel; Dynamic Conditional Correlation; DCC-FIAPARCH;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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