List of Articles GARCH Models

• Open Access Article
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  1 - Effects oF Accruals Qulity on Conditional Volatility
  سلاله فیض اللهی کسینی مریم لشکری زاده
• Open Access Article
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  2 - 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
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  3 - 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
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  4 - Investigating the Volatility Spillover Effects in the Food Industry Index and Parallel Markets Comparison of VAR-BEKK-GARCH and Simultaneous Equations
  Masoume Mohamadnasab Chemazi Foad Eshghi ُSeyed Mojtaba Mojaverian Seyede Samira Kamalmousavi
  10.71857/jaem.2025.1202256