A comparative study on value at risk versus TEFIX 30: Evidence from Tehran Stock Exchange
The aim of this study is to learn the effects of the value at risk (VaR) and the index of 30 largest companies (TEFIX 30) on the index of 30 large firms’ prices listed on Tehran Stock Exchange (TSE). This research study is based on analysis of libraries and analytical panel data and proposes a regre...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2015-12-01
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| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol5/msl_2015_106.pdf |
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