keyword Generalized Autoregressive Conditional Heteroscedasticity Model ‎/ (1 Article)

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Evaluating the Effects of the Monetary Policy on the Total Stock Market Index in the Iranian Economy: Using the TVP-VAR and GARCH Approaches

Corresponding Author : Zarei، Zhale ؛ Writer : Hemmati، Maryam ؛ Davoudi، Pedram ؛

Journal:Iranian Economic Reveiw»Autumn 2024 , Volume 28 - Number3 Ranking: Science-Research/ISC (‎22 page(s) - From 899 to 920 )
Keywords:total stock market index Capital Stock Market Inter-Bank Interest Rate Generalized Auto-Regressive Conditional Heteroscedasticity Model Non-Linear Method

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مدل ناهمسانی واریانس شرطی تعمیم‎یافتهCorrelation Matricesمدیریت ریسکماتریس همبستگی: مدل میانگین ـ واریانسCapital Stock MarketMean Variance ModelNonlinear MethodRisk Management

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علمی-پژوهشی ‎ (1 Article)