%0 Journal Article
%A Tehrani, Reza, Osoolian, Mohammad, Bajalan, Saeed, Abbasion, Vahid
%T Nonlinear Dynamic Modeling of Factors Affecting the Stock Market:  
Baysian Quantile Threshold Regression - GARCH approach
%J Financial Engineering and Portfolio Management
%V 11
%N 45
%P 343-372
%D 2020
%R 
%U https://sanad.iau.ir/fa/Article/1078208