Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model

Subject Areas : International Journal of Finance, Accounting and Economics Studies

Monireh Dizaji ¹ , Asghar Romuozi ² , Asgar Pak Maram ³ , Ali paytakhti Oskouie ⁴

1 - Tabriz Branch, Islamic Azad University
2 - Tabriz branch, Islamic Azad University, Tabriz, Iran
3 - Bonab Branch, Islamic Azad University, Bonab, Iran
4 - Department of Economics, Tabriz Branch, Islamic Azad University, Tabriz, Iran

Received: 2023-06-22 Accepted : 2023-09-04 Published : 2023-10-26

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