List of Articles BEKK

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  1 - تحلیل اثرات متقابل نا اطمینانی بورس اوراق بهادار تهران در میان بورس‌های منطقه و جایگاه آن: کاربرد الگوی MGARH (BEKK)
  بهزاد فکاری سردهایی محمدرضا کهنسال سمیه ربانی
• Open Access Article
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  2 - Volatility of financial stress index on consumer overflow check indicator, the Producer Price Index and Consumer Price Index, with an emphasis on models GARCH-BEKK, VAR and Granger causality
  rohollah rezazadeh hashem nikomaram Mirfeiz Falah Shams
• Open Access Article
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  3 - Bubble measurement and its contagion models in financial markets
  Vahid Mohammadi Mir feiz Fallah shams Gholamreza Zomorodian
• Open Access Article
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  4 - نااطمینانی قیمت نفت و بازدهی بورس اوراق بهادار تهران کاربردی از مدل VAR-BEKK
  سیما اسکندری سبزی
• Open Access Article
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  5 - The Effect of financial and trade liberalization on stock market volatility in Selected Developing Countries: dynamic data panel approach
  sirvan aghaie Mohammad Sokhanvar tahereh akhoondzadeh
  10.30495/eco.2022.1933433.2540
• Open Access Article
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  6 - تحلیل اثرات سرریز بین بازارهای نفت و بورس اوراق بهادار تهران در طول مقیاس‌های چندگانه زمانی؛ (با استفاده از مدل VAR-GARCH-BEKK بر پایه موجک )
  محمد شریف کریمی مریم حیدریان شهرام دهقان جبار آبادی
• Open Access Article
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  7 - 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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  8 - Investigating and analyzing the spillover effects of stock market in interaction with currency, gold-coin, crude oil and housing markets: VARMA-BEKK-AGARCH Approach
  mohammadbagher mohammadinejad pashaki seyed jalal sadeghi sharid Mohammad Eqbalnia
• Open Access Article
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  9 - Study in order to measure nexus and spillover effects from world commodities to Tehran overall stock index: A VAR-BEKK-GARCH Approach
  mohammadbagher mohammadinejad pashaki seyyed jalal sadeghi sharif Mehdi Zolfaghari Mohammad Eqbalnia
• Open Access Article
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  10 - Volatility Spillover between Oil Price, Exchange Rates, Gold Price and Stock Market Indexes with Structural Breaks
  elaheh sefidbakht Mohammad Hossein Ranjbar
• Open Access Article
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  11 - Examining the overflow of financial stress index fluctuations on inflation, interest rate, liquidity and industry index using GARCH-BEKK and VAR models and Granger causality
  Rohollah Rezazadeh Mirfeiz Falah