List of Articles گارچ چند متغیره

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  1 - Spillover Effect the on Contest Import & Export oriented industries
  Hashem Nikoomaram Zahra Pourzamani Abdolmajid Dehghan
• Open Access Article
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  2 - 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
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  3 - 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
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  4 - Overflow of parallel markets of Tehran Stock Exchange over the trading industries of the stock exchange.
  hashem mokari seyed alireza mirarab bayigi Hoda Hemmati
• Open Access Article
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  5 - Condensed Turbulence Influence of Return on Banks Accepted in the Stock Exchange
  rahman doostian babak jamshidi navid mehrdad ghanbary Abdolmajid Dehghan
• Open Access Article
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  6 - Investigating the factors affecting the determination of deposit insurance premiums among Iranian banks listed on the Iranian stock exchange and OTC
  Mohammadreza Aghamohammad semsar Saeed fallahpor saeed shirkavand Ali Forosh Bastani
• Open Access Article
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  7 - Spillover Effect On The On Contest Markets For Capital Market
  Hashem Nikoomaram Zahra Pourzamani Abdolmajid Dehghan
• Open Access Article
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  8 - Expression and design a model to forecast the exchange rate shocks and stress testing of the currency in Iran
  Abdollah Rajabi Khanghah Hashem Nikomaram Mehdi Taghavi Fereydoon Rahnamay Roodposhti Mirfiyaz Fallah Shams
• Open Access Article
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  9 - Investigating the Conceptual Model Explaining the Contagion Turbulence Influencing Returns in Banks Accepted in the Stock Exchange
  Rahman Doostian Babak Jamshidi navid Mehrdad Ghanbari Abdol Majid Dehghan
• Open Access Article
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  10 - The effect of liquidity and diversification on choosing the optimal investment portfolio
  ABBAS KHADEMPOUR ARANI Mehdi Madani Zaj AmirReza Keyqobadi QolamReza Zomorodian
• Open Access Article
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  11 - Money Growth Uncertainty and Currency Substitution in IRAN: A Multivariate GARCH Approach
  Sima Eskandari Sabzi Asad Allah Farzinvash Kambiz Hojabr Kiani Hamid Shahrestani
• Open Access Article
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  12 - آیا شاخص قیمت کشاورزی به نوسانات نرخ ارز در ایران واکنش نشان می دهد؟
  محمد عبدی سیّدکلایی امیر منصور طهرانچیان احمد جعفری صمیمی سیّد مجتبی مجاوریان
• Open Access Article
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  13 - Optimizing the investment portfolio using ccc, dcc and Markowitz algorithm models : Evidence from the stock exchange
  zahra ghorbani Alireza Daghighi Asli Marjan Damankeshideh roya seifipour
  10.30495/ECOMAG.1402.1045588
• Open Access Article
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  14 - The analysis of permanent and temporary fluctuations of Brent Oil & Relative Industries Index With Gold, Currency Index: Network Approach
  تیمور محمدی عبدالرسول قاسمی عاطفه تکلیف علی صادقین
  10.30495/fed.2021.687871
• Open Access Article
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  15 - Investigating the Correlation Between Crude Oil Prices and the Stock Market in Iran: A multivariate GARCH approach and wavelet
  Nasim Amin Roya Aleemran Rasoul Baradaran Hassanzadeh Amir Ali Farhang
  10.30495/fed.2023.705595
• Open Access Article
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  16 - America's Exit from Joint Comprehensive Plan of Action and Turbulence in Iran's economy
  Amir Sajedi Sinaz Sajedi Sajedi
  DOR:20.1001.1.24234974.1398.12.46.4.7
• Open Access Article
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  17 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies Listed in the Tehran Stock Exchange
  Bita delnavaz mirfeiz fallah
• Open Access Article
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  18 - Integrated Multi-Objective and Econometrics Model for Stock Portfolio Optimization
  Abbas KhadempourArani Amirreza Keyghobadi Mehdi MadanchiZaj Gholamreza Zomorodian
  10.30495/faar.2022.693677
• Open Access Article
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  19 - Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility
  Soheila Hoghooghi Mohammad Ebrahim Aghababaei
• Open Access Article
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  20 - Forecasting Probability of default of Corporations with the Merton model: Using Capital Asset Pricing Model with Time Varying Beta
  mehdi sabeti Gholamreza Zomorodian mirfeyz fallah mehrzad minuyi