List of Articles GARCH Family Open Access Article Abstract Page Full-Text 1 - Designing a model for forecasting the return of the stock index (with emphasis on neural network combined models and long-term memory models) Reza Najarzadeh Mehdi Zolfaghari Samad Golami Open Access Article Abstract Page Full-Text 2 - Estimating Conditional Value at Risk (CVaR) with consideration the robust of the measure based on robust Cipra method Ehsan Mohammadian Amiri Ehsan Mohammadian Amiri Seyed Babak Ebrahimi Open Access Article Abstract Page Full-Text 3 - Modeling Energy and Steel Price Volatility and Experimental Test of Inter-Market Volatility Spillover: A Multivariate Study Using VECM and Familty GARCH Models Seyed Abdolhamid Bahreini Hossein Badiei Faegh Ahmadi Jahanbakhsh Asadnia 10.22034/amfa.2022.1932695.1605 Open Access Article Abstract Page Full-Text 4 - Designing a Model for Forecasting the Stock Exchange Total Index Returns (Emphasizing on Combined Deep Learning Network Models and GARCH Family Models) Mehdi Zolfaghari Bahram Sahabi Mohamad javad Bakhtyaran Open Access Article Abstract Page Full-Text 5 - Designing a model for predicting bitcoin returns (with emphasis on hybrid models of convolutional and recursive neural networks and models with long-term memory) Mohammad Javad Bakhtiaran Mehdi Zolfaghari Open Access Article Abstract Page Full-Text 6 - Designing a Model for Forecasting the Gold Price Returns (Emphasizing on Combined convolutional neural network Models and GARCH Family Models) Mohammad Javad Bakhtiaran mehdi Zolfaghari Open Access Article Abstract Page Full-Text 7 - The Effect of Exchange Rate Fluctuations on the Stock Return Risk of Mining, Automotive and Cement Index based on the Regime Transmission of Markov Mehdi Zolfagari Bahram Sahabi
