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  Interactions of Returns and Volatilities Among Different Sizes of Stocks: A Survey in Tehran Stock Exchange

  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

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