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  • Persian
Keywords = GARCH
Number of Articles: 3
Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method

Volume 16, Issue 2, October 2015, Pages 309-326

10.22059/jfr.2014.50711

Saeed Fallahpour; Ehsan Ahmadi

  • View Article
  • PDF 806.02 K

Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX)

Volume 12, Issue 30, February 2011, Pages 23-36

Reza Tehrani; Shapoor Mohammadi; Mohammadreza Porebrahimi

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  • PDF 244.27 K

Modeling Volatility: Evidence from Tehran Stock Exchange

Volume 11, Issue 27, July 2010

Shapour Mohammadi; Reza Raei; Reza Tehrani; Arash Faizabad

  • View Article
  • PDF 200.68 K

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