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Keywords = Volatility
Number of Articles: 5
Returns and Volatility Spillover Effects on the Estimated VaR of Gold and Exchange Rate Portfolio

Volume 53, Issue 1, April 2018, Pages 117-152

10.22059/jte.2018.65072

gholamreza keshavarz; Kobra Noftakhar Daryaee

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  • PDF 1.03 M

Survey the asymmetric correlation between stock return, trading volume and volatility of Tehran stock exchange market (DCC-GARCH Approach)

Volume 50, Issue 2, July 2015, Pages 359-387

10.22059/jte.2015.55086

Mohammad Nabi Shahiki Tash; Mohammad Mirbagherijam

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  • PDF 346.71 K

Modeling volatility housing price in Iarn and predicted fluctuations price application of family patterns ARCH

Volume 49, Issue 4, January 2015, Pages 751-774

10.22059/jte.2014.53181

Nazar Dahmardeh; Reza Khaki

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  • PDF 233.12 K

Investigation of Economic Uncertainty Effect on Money Demand: Case Study of IRAN

Volume 44, Issue 3, February 2010

Nazar Dahmardeh; Reza Roshan

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  • PDF 430.86 K

Improved Neural Network Forecasting Models for Foreign Exchange Rates Using Volatility Indices

Volume 43, Issue 4, March 2009

Hassan Dargahi; Reza Ansari

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  • PDF 357.37 K

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