List of Articles GARCH

• Open Access Article
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  1 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies
  Mirfeiz Fallahshams Bita Delnavaz
  10.22034/amfa.2019.1866320.1210
• Open Access Article
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  2 - Applying the GARCH and COPULA Models to Examine the Relationship Between Trading Volume and the Value of Trading with the Bubble Pricing
  Jalil Beytary Hossein Panahian
  10.22034/amfa.2019.581338.1152
• Open Access Article
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  3 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models
  Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia
  10.22034/amfa.2022.1932695.1605
• Open Access Article
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  4 - Portfolio optimization using gray wolf algorithm and modified Markowitz model based on CO-GARCH modeling
  Fahime Jahanian Ahmad Mohammadi seyyed ali paytakhti oskooe Aliasghar Mottaghi
  10.22034/amfa.2022.1966381.1787
• Open Access Article
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  5 - Impact of Investors' Sentiments on Volatility of Stock Exchange Index in Tehran Stock Exchange
  roozbeh balounejad nouri Fatemeh bagjavany Masoumeh Amiri Hosseini
  10.22034/amfa.2023.1963410.1773
• Open Access Article
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  6 - Analyzing the Effect of Monetary Volatility on the Iranian Stock Market
  Nafiseh Vatanchi MirFaiz Falah Shams Lialestani Gholamreza Zomorodian
  https://doi.org/10.71716/amfa.2025.22091793
• Open Access Article
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  7 - The Co-movement Between Bitcoin, Gold, USD and Oil: DCC-GARCH and Smooth Transition Regression (STR) Model
  Yazdan Gudarzi Farahani Ehsan Aghari Ghara Mnasour Haghtalab
  https://doi.org/10.71716/amfa.2024.23061895
• Open Access Article
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  8 - Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk? Evidence from Investing in Iran’s Petrochemical Industry
  Alireza Khosrowzadeh Aboutorab Alirezaei Reza Tehrani Gholamreza Hashemzadeh Khourasgani
  10.22034/amfa.2019.1871644.1244
• Open Access Article
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  9 - Comparative Approach to the Backward Elimination and for-ward Selection Methods in Modeling the Systematic Risk Based on the ARFIMA-FIGARCH Model
  Nemat Rastgoo Hossein Panahian
  10.22034/amfa.2017.536263
• Open Access Article
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  10 - Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH
  Hossein Panahian Seyed Reza Ghazi Fini
  10.22034/amfa.2018.540828
• Open Access Article
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  11 - Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model
  Gholamreza Zomorodian Laleh Barzegar Soghra Kazemi Mohammad Poortalebi
  10.22034/amfa.2016.527821