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
Rank 42,697

SSRN RANKINGS

Top 42,697

in Total Papers Downloads

782

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 267 (80,646)

Abstract:

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
Allameh Tabatabaei University - Economics, Department of Financial Engineering, University of Economc Sciences and affiliation not provided to SSRN
Downloads 219 (108,410)

Abstract:

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, Allameh Tabatabaei University - Economics and Department of Financial Engineering, University of Economc Sciences
Downloads 175 (131,705)

Abstract:

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 41 (352,782)

Abstract:

Tehran and International Stock Exchange, Volatility, Return, ARCH