List of Articles multivariate GARCH

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  1 - Spillover Effect the on Contest Import & Export oriented industries
  Hashem Nikoomaram Zahra Pourzamani Abdolmajid Dehghan
• Open Access Article
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  2 - بررسی سرایت تلاطم بین بازارهای سهام؛ مطالعه موردی بازار سهام ایران، ترکیه و امارات
  سید محمد سیدحسینی سید بابک ابراهیمی
• Open Access Article
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  3 - Analyze of the dynamics of optimal hedge ratio in the gold coin market: MS-DCC approach
  Sanaz Miri Teimur Mohammadi Farhad Ghaffari
• Open Access Article
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  4 - Evaluation of multivariate GARCH models in estimating the Values at Risk (VaR) of currency, stock and gold markets
  abdollah rajabi khanghah Hashem Nikoomaram Mehdi Taghavi Mirfeiz Fallah Shams
• Open Access Article
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  5 - Investigating the factors affecting the determination of deposit insurance premiums among Iranian banks listed on the Iranian stock exchange and OTC
  Mohammadreza Aghamohammad semsar Saeed fallahpor saeed shirkavand Ali Forosh Bastani
• Open Access Article
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  6 - Exchange Rate Optimal Hedge Ratio by Gold Futures in Iran
  Rasool Sajad Adena Torosian
• Open Access Article
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  7 - Spillover Effect On The On Contest Markets For Capital Market
  Hashem Nikoomaram Zahra Pourzamani Abdolmajid Dehghan
• Open Access Article
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  8 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship
  Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi
• Open Access Article
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  9 - Expression and design a model to forecast the exchange rate shocks and stress testing of the currency in Iran
  Abdollah Rajabi Khanghah Hashem Nikomaram Mehdi Taghavi Fereydoon Rahnamay Roodposhti Mirfiyaz Fallah Shams
• Open Access Article
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  10 - Investigating the Conceptual Model Explaining the Contagion Turbulence Influencing Returns in Banks Accepted in the Stock Exchange
  Rahman Doostian Babak Jamshidi navid Mehrdad Ghanbari Abdol Majid Dehghan
• Open Access Article
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  11 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies
  Mirfeiz Fallahshams Bita Delnavaz
  10.22034/amfa.2019.1866320.1210
• Open Access Article
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  12 - The effect of liquidity and diversification on choosing the optimal investment portfolio
  ABBAS KHADEMPOUR ARANI Mehdi Madani Zaj AmirReza Keyqobadi QolamReza Zomorodian
• Open Access Article
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  13 - The Effect of financial and trade liberalization on stock market volatility in Selected Developing Countries: dynamic data panel approach
  sirvan aghaie Mohammad Sokhanvar tahereh akhoondzadeh
  10.30495/eco.2022.1933433.2540
• Open Access Article
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  14 - Optimizing the investment portfolio using ccc, dcc and Markowitz algorithm models : Evidence from the stock exchange
  zahra ghorbani Alireza Daghighi Asli Marjan Damankeshideh roya seifipour
  10.30495/ECOMAG.1402.1045588
• Open Access Article
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  15 - Investigating the Correlation Between Crude Oil Prices and the Stock Market in Iran: A multivariate GARCH approach and wavelet
  Nasim Amin Roya Aleemran Rasoul Baradaran Hassanzadeh Amir Ali Farhang
  10.30495/fed.2023.705595
• Open Access Article
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  16 - America's Exit from Joint Comprehensive Plan of Action and Turbulence in Iran's economy
  Amir Sajedi Sinaz Sajedi Sajedi
  DOR:20.1001.1.24234974.1398.12.46.4.7
• Open Access Article
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  17 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies Listed in the Tehran Stock Exchange
  Bita delnavaz mirfeiz fallah
• Open Access Article
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  18 - Integrated Multi-Objective and Econometrics Model for Stock Portfolio Optimization
  Abbas KhadempourArani Amirreza Keyghobadi Mehdi MadanchiZaj Gholamreza Zomorodian
  10.30495/faar.2022.693677
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  19 - 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