Kamran Pakizeh

Department of Financial Engineering, University of Economc Sciences

Head of Financial Engineering Department

Roudsar St, Hafez Ave

Tehran, 0098

Iran

SCHOLARLY PAPERS

4

DOWNLOADS

883

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Stylized Facts of Financial Markets and Modeling Volatility (The Case of Tehran Stock Exchange)

Number of pages: 11 Posted: 01 Sep 2010 Last Revised: 22 Nov 2012
Kamran Pakizeh
Department of Financial Engineering, University of Economc Sciences
Downloads 394 (80,684)

Abstract:

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Stylized Facts, Symmetric models, Asymmetric models, Tehran Stock Exchange

2.

Stock Returns and Inflation: A Wavelet Analysis in Tehran Stock Exchange (TSE)

Quarterly Iranian Economic Research, Vol. 43, Summer 2010
Number of pages: 27 Posted: 21 Sep 2010 Last Revised: 22 Apr 2016
Saeed Moshiri, Kamran Pakizeh and Manouchehr Dabirian
Saint Thomas More College University of Saskatcehwan, Department of Financial Engineering, University of Economc Sciences and affiliation not provided to SSRN
Downloads 242 (137,261)

Abstract:

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Stock Returns, Inflation, Wavelet Analysis, Correlation, Fisher Hypothesis, TSE

3.

The Volatility Forecasting of Tehran & International Stock Exchanges

Iranian Accounting Studies
Number of pages: 29 Posted: 21 Sep 2010 Last Revised: 25 Sep 2010
affiliation not provided to SSRN, Saint Thomas More College University of Saskatcehwan and Department of Financial Engineering, University of Economc Sciences
Downloads 201 (163,799)

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Volatility, Naïve Models, GARCH Class Models, Out-of-Sample forecasting

4.

Volatility and Return (Empirical Evidence from Tehran and International Stock Exchanges)

Journal of Economic Modeling Research (April 5, 2011)
Number of pages: 20 Posted: 19 Nov 2012
Kamran Pakizeh
Department of Financial Engineering, University of Economc Sciences
Downloads 46 (433,163)

Abstract:

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Tehran and International Stock Exchange, Volatility, Return, ARCH