Investigating the effect of risk on the return of the insurance industry in the Iranian economy using generalized conditional autoregression models, ARIMA-GARCH / TARCH and beta coefficient

Subject Areas : Financial Economics

Abedin Saeidikia ¹ , Dariush Hassanvand ² , Reza Maaboudi ³ , Farhad Tarahomi ⁴

1 - Ph.D. Student, Department of Economics, Aligudarz Branch, Islamic Azad University, Aligudarz, Iran.
2 - Assistant Professor, Department of Economics, Faculty of Management and Economics, Lorestan University, Khorramabad, Iran.
3 - Assistant Professor, Faculty of Humanities, Department of Economics, Ayatollah Ozma Borujerdi University.
4 - Post Doctorate in Economics, Faculty of Social and Economic Sciences, Al-Zahra University, Tehran, Iran.

Received: 2022-04-23 Accepted : 2022-06-07 Published : 2023-05-01

Keywords:

References:

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