TY  - JOUR
AU  - Sadat Shekarab, Seied Hamid Reza
AU  - Ohadi, Fereydon
AU  - Seighaly, mohsen
AU  - Fallah, Mirfaze
TI  - Modelling of appropriate pattern in order to forecast systemic liquidity risk of corporate stocks in capital market of Iran, by using multivariate GARCH models and Markov switching approach
JO  - Financial Engineering and Portfolio Management
VL  - 14
IS  - 55
SP  - 184
EP  - 206
PY  - 2023
DO  - 
ER  -