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    Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR) by Elham Farzanegan

    Published 2024-03-01
    “…The cointegration between high and low prices of indices implies limited arbitrage opportunities for the investors and traders in the Tehran Stock Exchange and Iran Fara Bourse Co. Furthermore, the efficiency of these markets is shown to be unstable across indices. …”
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    Comparing Optimal Portfolio Performance Based on Skew-Normal Distribution and Skew-Laplace-Normal Distribution: A Mean-Absolute Deviation-Entropy Approach by Hila Rezaei, Gholamhossien Golarzi, Omid Karimi

    Published 2024-06-01
    “…Methods The data used in this study comprises the monthly returns of 181 companies listed on the Tehran Stock Exchange. These returns were gathered from a statistical population of 338 members utilizing Morgan's table and Cochran’s formula. …”
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