List of Articles گارچ چند متغیره

• Open Access Article
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  1 - 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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  2 - 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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  3 - Money Growth Uncertainty and Currency Substitution in IRAN: A Multivariate GARCH Approach
  Sima Eskandari Sabzi Asad Allah Farzinvash Kambiz Hojabr Kiani Hamid Shahrestani
• Open Access Article
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  4 - آیا شاخص قیمت کشاورزی به نوسانات نرخ ارز در ایران واکنش نشان می دهد؟
  محمد عبدی سیّدکلایی امیر منصور طهرانچیان احمد جعفری صمیمی سیّد مجتبی مجاوریان
• Open Access Article
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  5 - 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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  6 - Study of Financial Distress Spillover Effect among Automobile Supply Chain Companies Listed in the Tehran Stock Exchange
  Bita delnavaz mirfeiz fallah