Evaluating Value at Risk with Using Wavelet Analysis Case Study: Tehran Stock Exchange
In this study, wavelet analysis as a modern technique in financial and economic issues is used to evaluate capital asset pricing model. For this purpose, using market return, beta coefficient was calculated for daily return of 20 shares selected form Tehran Stock Exchange from March 2007 until March...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Alzahra University
2014-05-01
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| Series: | راهبرد مدیریت مالی |
| Subjects: | |
| Online Access: | http://jfm.alzahra.ac.ir/article_978_9e5e86cc69564fec12f2c3cc52c8f9b7.pdf |