List of Articles Volatility

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  1 - Oil Price estimating Under Dynamic Economic Models Using Markov Chain Monte Carlo Simulation Approach
  Kianoush Fathi Vajargah Hossein Eslami Mofid Abadi Ebrahim Abbasi
  10.22034/amfa.2020.1902265.1446
• Open Access Article
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  2 - 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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  3 - 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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  4 - Designing a Model to Investigate the Process of Forming Cluster Fluctuations According to the Fractal Structure in Financial Markets
  Amin Amini Bashirzadeh Shahrokh Bozorgmehrian Bahareh Banitalebi Dehkordi
  https://doi.org/10.71716/amfa.2024.22111830
• Open Access Article
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  5 - Voluntary Disclosure Dynamics under Risk and Ambiguity for Digital Corporates in Tehran Stock Exchange Market
  Mohammad Feghhi Kashani Teimor Mohammadi Hadi Pirdaye
  https://doi.org/10.71716/amfa.2024.23021855
• Open Access Article
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  6 - 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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  7 - 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
• Open Access Article
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  8 - Risk measurement and Implied volatility under Minimal Entropy Martingale Measure for Levy process
  Maryam Tahmasebi Gholam Hossein Yari
  10.22034/amfa.2020.674944
• Open Access Article
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  9 - A Neural-Network Approach to the Modeling of the Impact of Market Volatility on Investment
  Mohammad Azim Khodayari Ahmad Yaghobnezhad Khalili Eraghi Khalili Eraghi
  10.22034/amfa.2020.674953
• Open Access Article
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  10 - Jump-Diffusion Model for Excess Volatility in Asset Prices: Generalized Langevin Equation Approach
  Mahdi Salemi Hassan Khodavaisi
  https://doi.org/10.71716/amfa.2025.91188756
• Open Access Article
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  11 - Uncertainty Quantification and Human-Centric Risk Control via Neural–PDE Integration in Complex Volatile Systems
  hosein esmaili Mohammad Ali  Afshar Kazemi reza radfar nazanin pilevari
  https://doi.org/10.71716/amfa.2025.21202563