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• Chirani.Ebrahim Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) [ Vol.12, Issue 46 - Spring Year 1400]
• chitsazan.Hasti Long Memory usage in Portfolio Optimization using the Copula‌ Functions: Empirical evidence of Iran and Turkey Stock Markets [ Vol.12, Issue 49 - Winter Year 1400]