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
(
Tabriz Branch, Islamic Azad University
)
Asghar Romuozi
2
(
Tabriz branch, Islamic Azad University, Tabriz, Iran
)
Asgar Pak Maram
3
(
Bonab Branch, Islamic Azad University, Bonab, Iran
)
Ali paytakhti Oskouie
4
(
Department of Economics, Tabriz Branch, Islamic Azad University, Tabriz, Iran
)
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Abstract :