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نویسنده : yahyazadeh far، mahmood ؛ abounoor، esmaeil ؛ shababi، hooman ؛
مجله:Iranian Economic Reveiw»Spring 2006, Volume 11 - Number 16 ISC (16 صفحه - از 149 تا 164 )
کلیدواژه ها:days-of-week effectClassical linear regressionAutoregressive Conditional Heteroskedasticity modelTehran Stock ExchangeAutoregressive Conditional HeteroskedasticityARCHDaysMarch