فهرس المقالات VECM and GARCH Family Models

• حرية الوصول المقاله
  • صفحة الملخص
  • نص كامل
  
  1 - 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