List of Articles DCC

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - بررسی سرایت تلاطم بین بازارهای سهام؛ مطالعه موردی بازار سهام ایران، ترکیه و امارات
  سید محمد سیدحسینی سید بابک ابراهیمی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - The Effect of Shockes of Selected Domestic and Foreign Markets on the Volatilities of Investment Return in Tehran Stock Exchange: DCC-FIAPARCH Model
  Leila Argha Mohammad Mowlaei Abolfazl Shahabadi Mohsen Khezri
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Systemic risk assessment models: a better approach in Iranian financial institutions
  majid noroozi Hamid Reza Kordlouei Reza gholamijamkarani hossein Jahangirnia
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - 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
  
  5 - Two Step Functionalizing of Mesoporous Silica with L- Cysteine for Heavy Metals Removal
  F Kia H Hadad Dabaghi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  6 - Droplet Counter Current Chromatography (DCCC) in herbal analysis
  Lutfun Nahar Satyajit D. Sarker
• Open Access Article
  • Abstract Page
  • Full-Text
  
  7 - Bubble measurement and its contagion models in financial markets
  Vahid Mohammadi Mir feiz Fallah shams Gholamreza Zomorodian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  8 - The Co-movement Between Bitcoin, Gold, USD and Oil: DCC-GARCH and Smooth Transition Regression (STR) Model
  Yazdan Gudarzi Farahani Ehsan Aghari Ghara Mnasour Haghtalab
  https://doi.org/10.71716/amfa.2024.23061895
• Open Access Article
  • Abstract Page
  • Full-Text
  
  9 - Applying multivariate DCC-FIAPARCH model in examination of dynamic conditional correlation between monetary and financial markets in Iran
  Mehrdad Dadmehr Hashem Nikoumaram Mir Feyz Fallah
• Open Access Article
  • Abstract Page
  • Full-Text
  
  10 - Performance Comparison of tcopula GARCH-LVaR with GARCH-VaR To optimize the portfolio in the Tehran Stock Exchange
  Gholam Reza Taghizadegan , Gholamreza Zomorodian rasoul saadi, mirfeyz Fallah
• Open Access Article
  • Abstract Page
  • Full-Text
  
  11 - بررسی ارتباط علّی و همزمان بازده سهام، حجم معاملات و نوسان بازده بورس اوراق بهادار تهران: کاربردی از مدل‌های چندگانه
  منصور کاشی رضا روشن محمد دنیایی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  12 - Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange
  Sepideh Karami Mohammad Ali Rastegar
• Open Access Article
  • Abstract Page
  • Full-Text
  
  13 - Investigating the Relationship between Dynamic Correlation (DCC-GARCH) of Oil Prices and Industry Production Index in the Middle East and OECD Countries
  سید نعمت اله موسوی hamidreza panah
  10.30495/jae.2024.32357.2397