Investigating the Factors Affecting the Specific Volatility of Stocks in the Iranian Capital Market Using the Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Model
Subject Areas : International Journal of Finance, Accounting and Economics Studies
Monireh Dizaji
1
(Tabriz Branch, Islamic Azad University)
Asghar Romuozi
2
(Tabriz branch, Islamic Azad University, Tabriz, Iran)
Asgar Pak Maram
3
(Bonab Branch, Islamic Azad University, Bonab, Iran)
Ali paytakhti Oskouie
4
(Department of Economics, Tabriz Branch, Islamic Azad University, Tabriz, Iran)
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