List of Articles GARCH Models Open Access Article Abstract Page Full-Text 1 - Risk Measurement in Value at Risk (VaR): Application of Levy GARCH models (Study of Chemical industries in Tehran Stock Exchange) hossein amiri mahmood najafi nezhad mohammad sayadi Open Access Article Abstract Page Full-Text 2 - Forecasting Petroleum Futures Markets Volatility with GARCH and Markov Regime-Switching GARCH Models مرتضی بکی حسکوئی فاطمه خواجوند Open Access Article Abstract Page Full-Text 3 - Dependency structure between the markets of Iran, Turkey, China and the United Arab Emirates, according the approach of Copula – Markov Switching S. Mozaffar Mirbargkar Maryam Sohrabi Open Access Article Abstract Page Full-Text 4 - Efficiency comparison among GARCH models in modeling and liquidity measurement. Case study: Tehran Stock Exchange Mirfeyz Fallah Shams Yagoub Panahi Open Access Article Abstract Page Full-Text 5 - Effects oF Accruals Qulity on Conditional Volatility سلاله فیض اللهی کسینی مریم لشکری زاده Open Access Article Abstract Page Full-Text 6 - Modelling of appropriate pattern in order to forecast systemic liquidity risk of corporate stocks in capital market of Iran, by using multivariate GARCH models and Markov switching approach Seied Hamid Reza Sadat Shekarab Fereydon Ohadi mohsen Seighaly Mirfaze Fallah Open Access Article Abstract Page Full-Text 7 - Designing and Explaining the Systematic Risk Estimation Model using metaheuristic Method in Tehran Stock Exchange: Adaptive Approach to the Model of Econometrics and Artificial Intelligence Nemat Rastgoo hosein panahian Open Access Article Abstract Page Full-Text 8 - Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility mahmood mohammadi alamuti Mohammadreza Haddadi Younes Nademi Open Access Article Abstract Page Full-Text 9 - The Impact of Subsidies Targeting on Iranian Sugar Industry حسن Khodavaisi هدایت Montakhab M. M Azizi
