List of Articles Dynamic conditional correlatio

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  1 - Evaluation of Model-Based Methods in Estimating Dynamic Functional Connectivity of Brain Regions
  M. Behboudi R. Farnoosh M. A. Oghabian H. Pezeshk
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  2 - Measuring systemic risk and the effect of fundamental variables on it in the country's banking system
  leila barati Mirfaiz Falah Shams Farhad Ghafari Alireza Heidarzadeh Hanzaei
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  3 - 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
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  4 - Systemic risk assessment models: a better approach in Iranian financial institutions
  majid noroozi Hamid Reza Kordlouei Reza gholamijamkarani hossein Jahangirnia
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  5 - Investigation volatility spillovers between oil market and stock index return
  Mohammad Hashem Botshekan Hosein Mohseni
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  6 - 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
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  7 - Inclusive Risk Estimation and Its Contagion in the Country's Financial System with the Approach of Dynamic Conditional Correlation Model
  Leila Barati Mirfeiz Fallah Farhad Ghafari Alireza Heidarzadeh Hanzaei
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  8 - 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
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  9 - The evaluation of Systemic Risk in the Iran Banking System by Delta Conditional Value at Risk ( CoVaR) Criterion
  asadollah farzinvash naser elahi javad gilanipour Ghadir Mahdavi
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  10 - Estimation of Return and Volatilities Spillover between Different Industries of Tehran Stocks’ Exchange
  Sepideh Karami Mohammad Ali Rastegar
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  11 - Investigating return and volatility spillovers among selected industries of the Iranian stock market: TVP-VAR Extended Joint and DCC-GARCH approaches
  Hadi  Esmaeilpour Moghadam Emad Sharifbagheri