The Design of Relationship Model between (IRAN) Economic Markets Return and Capital Market Return Exploiting Comonotonicity in Probability Theory

Mohammad Esmaeil Fadaeinezad; Hamid Banaeian

Volume 3, Issue 3 , July 2019, , Pages 89-106

http://dx.doi.org/10.22034/ijf.2020.214153.1101

Abstract
  This paper investigates the design of an efficient model so as to anticipate the basic economic market rate of returns. To do so, accepting the relationships, interactions and effectiveness of these markets and exploiting Comonotonic Functions under Probability Function Framework as well as using weekly ...  Read More