keyword PANEL- GARCH Model ‎/ (2 Article)

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Modelling and Investigating the Differences and Similarities in the Volatility of the Stocks Return in Tehran Stock Exchange Using the Hybrid Model PANEL-GARCH

Writer : Panahian، Hossein ؛ Ghazi Fini، Seyed Reza ؛

Journal:Advances in Mathematical Finance and Applications»Spring 2018,Volume 3 - Issue 2 ISC (‎14 page(s) - From 13 to 26 )
Keywords:Volatility Stock Return PANEL-GARCH Model

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2.

The Analysis of Real Exchange Rate Volatility and Stock Exchange Return with PANEL-GARCH Approach (Case Study: D8 Countries)

Writer : Najafzadeh، Behnam ؛ Monjazeb، Mohammadreza ؛ Mamipour، Siab ؛

Journal:Iranian Economic Reveiw»Autumn 2016, Volume 20 - Number 4 Ranking Science-Research (Ministry of Science/ISC (‎26 page(s) - From 525 to 550 )
Keywords:Exchange Rate Volatility Stock Returns D8 Countries PANEL- GARCH ModelGARCH Stock

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Journal Advances in Mathematical Finance and Applications 1
Journal Iranian Economic Reveiw 1

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