List of Articles GARCH Model Open Access Article Abstract Page Full-Text 1 - Analyze of the dynamics of optimal hedge ratio in the gold coin market: MS-DCC approach Sanaz Miri Teimur Mohammadi Farhad Ghaffari Open Access Article Abstract Page Full-Text 2 - Evaluation of RGARCH Model to Estimate the Conditional Variance of Tehran Stock Exchange Index Mohamad Amin Zabol Esmaiel Abounoori Open Access Article Abstract Page Full-Text 3 - Investigation of Weak Form Efficiency Hypothesis in Both High and Low Volatility Regimes of OPEC Crude Oil Market mahmood mohammadi alamuti mohammad reza haddadi younes nademi Open Access Article Abstract Page Full-Text 4 - Evaluation of multivariate GARCH models in estimating the Values at Risk (VaR) of currency, stock and gold markets abdollah rajabi khanghah Hashem Nikoomaram Mehdi Taghavi Mirfeiz Fallah Shams Open Access Article Abstract Page Full-Text 5 - Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran Rasool Sajad Adena Torosian Open Access Article Abstract Page Full-Text 6 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies Mirfeiz Fallahshams Bita Delnavaz 10.22034/amfa.2019.1866320.1210 Open Access Article Abstract Page Full-Text 7 - State Dependent Effects of Monetary Aggregates on Exchange Market Pressure in Iran's Economy Mohsen Tooti Seyed Yahya Abtahi Jalil Totonchi Zohreh tabatabaeinasab Open Access Article Abstract Page Full-Text 8 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies Listed in the Tehran Stock Exchange Bita delnavaz mirfeiz fallah Open Access Article Abstract Page Full-Text 9 - Effects oF Accruals Qulity on Conditional Volatility سلاله فیض اللهی کسینی مریم لشکری زاده Open Access Article Abstract Page Full-Text 10 - Volatility Spillover in the financial markets of Iran (Method of VAR-GARCH models) soqra razi kazemi gholamreza zomorodian Ebrahim Chirani Open Access Article Abstract Page Full-Text 11 - 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 Seied Hamid Reza Sadat Shekarab Fereydon Ohadi mohsen Seighaly Mirfaze Fallah Open Access Article Abstract Page Full-Text 12 - Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility mahmood mohammadi alamuti Mohammadreza Haddadi Younes Nademi Open Access Article Abstract Page Full-Text 13 - The effect of volatility spillover risk of asymmetry between uncertainty of the foreign exchange market and the Tehran Stock Exchange abbas naeimi Mirfeiz Fallahshams فریدون اوحدی
