List of Articles EGARCH

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - The Effect of Exchange Rate Volatility on the Iran Stock Market Exchange
  مهدی پدرام
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - The Study of Volatility Trend in Tehran’s Stock Exchange
  سید علی آل عمران رویا آل عمران
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - بررسی تاثیر معاملات پربسامد بر بازدهی شرکت های کوچک و بزرگ پذیرفته شده در بورس اوراق بهادار تهران با استفاده از روش‌ تغیرپذیری مارکوف
  علیرضا ظفرپور احمد سرلک غلامعلی حاجی
  10.30495/jae.2023.75975.1512
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - تأثیر نااطمینانی متغیرهای حقیقی و پولی منتخب بر بازدهی بازار سرمایه (مطالعه موردی بورس اوراق بهادار تهران)
  سمانه طریقی تقی ترابی عباس معمارنژاد فرهاد غفاری
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - 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
  
  6 - The relationships between market beta with macroeconomic variables and accounting information
  Ali Rahmani Kambiz Peikarjoo Mansoureh Azizi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  7 - Day-ahead stock price forecasting using hybrid model
  Vahid Vafaei Ghaeini Alimohammad Kimiagari
• Open Access Article
  • Abstract Page
  • Full-Text
  
  8 - Analyzing the Effect of Monetary Volatility on the Iranian Stock Market
  Nafiseh Vatanchi MirFaiz Falah Shams Lialestani Gholamreza Zomorodian
  https://doi.org/10.71716/amfa.2025.22091793
• Open Access Article
  • Abstract Page
  • Full-Text
  
  9 - Effect of Oil Price Volatility and Petroleum Bloomberg Index on Stock Market Returns of Tehran Stock Exchange Using EGARCH Model
  Gholamreza Zomorodian Laleh Barzegar Soghra Kazemi Mohammad Poortalebi
  10.22034/amfa.2016.527821
• Open Access Article
  • Abstract Page
  • Full-Text
  
  10 - Modelling Malaysia stock markets using GARCH, EGARCH and copula models
  Nurul Hanis Aminuddin Jafry Ruzanna Razak Noriszura Ismail
  10.22094/joie.2022.1961703.1967
• Open Access Article
  • Abstract Page
  • Full-Text
  
  11 - The Effect of Uncertainty in the Current and Constructional Governments Expenses on the Investment of Private Section in Iran Economy
  karim emami leila Ahmadi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  12 - Exchange Rate Pass-Through into Import Price in Iran Economy with Emphasis on Volatility of Oil Revenues (Nonlinear Approach)
  Mana Mesbahi Hosein Asgharpour Jafar Haghighat Seyed Alireza Kazerooni firooz fallahi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  13 - Asymmetric Effect of Exchange Rate Fluctuations on Stock Return in the Iranian Stock Market
  Mohammadreza Nahidi Amirkhiz
• Open Access Article
  • Abstract Page
  • Full-Text
  
  14 - Inflation, Inflation Uncertainty and Output Growth in Iran
  Elham Farnaghi Oranous Parivar Hamid Tofighi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  15 - 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
  
  16 - تأثیر نااطمینانی تولید ناخالص داخلی و تورم بر منابع و مصارف بانک ملی ایران
  جواد صلاحی سید رضا خادمی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  17 - بررسی اثر نوسانات قیمت نفت خام بر شاخص بازدهی بورس اوراق بهادار تهران
  محمد علی خطیب سمنانی معصومه شجاعی مسعود شجاعی خسروشاهی
• Open Access Article
  • Abstract Page
  • Full-Text
  
  18 - Investigating the asymmetric effects of high-frequency transactions on the returns of companies listed on the Tehran Stock Exchange (using the MS-EGARCH model)
  Alireza Zafarpour Ahmed Sarlak Gholam Ali Haji
  10.30495/fed.2023.707998
• Open Access Article
  • Abstract Page
  • Full-Text
  
  19 - 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
  
  20 - The Impacts of Oil Price Shocks, Exchange Rate on Food Prices in Urban Areas of Iran
  M. R Kohansal رضا Hezareh
• Open Access Article
  • Abstract Page
  • Full-Text
  
  21 - Effects of Exchange Rate Volatility on Seaborne Import Volume In Iran
  mahdokht habibi abbas memarnezhad zahra afshari