فهرس المقالات unconditional special volatility حرية الوصول المقاله صفحة الملخص نص كامل 1 - Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model Monireh Dizaji Asghar Romuozi Asgar Pak Maram Ali paytakhti Oskouie 10.30495/ijfaes.2023.73861.10137