Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index
The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean stewart copeland drumsticks square error (RMSE), the mean absolute error (MAE) and the Theil index.Under RMSE and Theil criteria, res