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Writer : Abbasian، ezzatollah ؛ Abbasian، vahid ؛ Moradpour oladi، Mehdi ؛
Journal:Iranian Economic Reveiw»Spring 2008, Volume 13 - Number 2 ISC (16 page(s) - From 1 to 16 )
Keywords:Multivariate GARCHVAR AnalysisIRFReturn and Volatility SpilloversGARCHARCHStockARMAReturnVAR