keyword MRS-GARCH model ‎/ (1 Article)

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Investigating the relationship between privatization and information efficiency, regime switch and structural failure in the Iranian economy

Writer : Galibaf Asl، Hassan ؛ Torkaman Ahmadi، Masoomeh ؛

Journal:Iranian Journal of Finance»Summer 2017, Volume 1 - Number 1 (‎22 page(s) - From 7 to 28 )
Keywords:risk Efficiency privatization liquidity MRS-GARCH model

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