List of Articles مدل گارچ Open Access Article Abstract Page Full-Text 1 - Evaluation the Management to Control The Liquidity Money by Central Bank in Iran رویا آل عمران سید علی آل عمران Open Access Article Abstract Page Full-Text 2 - Investigation of Volatility Forecast Errors using Geometric Brownian Motion and GARCH Models in Sector Indices of Tehran Securities Exchange Ershad Emami Alireza Heidarzadeh Hanzaei 10.30495/jfksa.2022.21084 Open Access Article Abstract Page Full-Text 3 - Comparing of Bayesian Model Selection Based on MCMC Method and Finance Time Series(GARCH Model) محمدرضا صالحی راد نفیسه حبیب یفرد Open Access Article Abstract Page Full-Text 4 - The Study of Volatility Trend in Tehran’s Stock Exchange سید علی آل عمران رویا آل عمران Open Access Article Abstract Page Full-Text 5 - 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 6 - Investigating the causality direction between saffron cash and futures markets focusing on periods of boom and recession Javad Ghiyasi Mohammadtaher AhmadiShadmehri Open Access Article Abstract Page Full-Text 7 - 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 8 - 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 9 - Calculating Tail Value at Risk Using a EGARCH-Extreme Learning Machine Model And The long-term forecast approach in the insurance industry reza raei Azam Honardoust ezzatolah abbasian Open Access Article Abstract Page Full-Text 10 - Modeling the Liquidity Risk Spillover Between Banks Accepted in the Tehran Stock Exchange Market abas banisharif mir feyz fallahshams zad fathi Open Access Article Abstract Page Full-Text 11 - The religious months effect on the stock market return, volatility and volume in the stock exchange of Tehran Reza Tehrani Hosein Bayginia Open Access Article Abstract Page Full-Text 12 - Economic Cycle and Symmetric Volatility of Financial Market Returns: Study of Emerging Economies Saeed Moradpour Reza Tehrani Seyed Mojtaba Mirlohi Ezatolah Abbasian Open Access Article Abstract Page Full-Text 13 - Comparing the Relationship between Inflation and Inflation Uncertainty in Iran and Three OPEC Members Elham Farnaghi Oranus Parivar Hamid Tofighi Open Access Article Abstract Page Full-Text 14 - واژههای کلیدی: سرریز تلاطم ، معاملات اختلال زا ، بازارهای مالی ، مدل آرچ ، مدل گارچ . طبقه بندی JEL : C22.C32.G11,G4 Sharara Taheri Abdul Majid Abdul Baqi Attaabadi majid vaziri sarashk Mohammad Hossein Arman 10.30495/fed.2023.702186 Open Access Article Abstract Page Full-Text 15 - 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 16 - Assessing the Transparency of Selected Private Banks' Information Based on Risk Criteria (Value At Risk) Hossein Abdo Tabrizi reza tehrani Ghodratolla Imam Verdi Saeed Fallahpour Ali Baghani 10.30495/faar.2022.697084 Open Access Article Abstract Page Full-Text 17 - Forecasting the Global Gold Price Movement with Marginal Distribution Modeling Approach: An Application of the Copula GARCH Gaussian and t Mohammad reza Haddadi Younes Nademi Hamed Farhadi Open Access Article Abstract Page Full-Text 18 - Risk and Return Behavior of Bitcoin in comparison with Gold, Currency, and Stock Markets by application of GJR-GARCH and TGARCH Models Mohammad Salehifar
