keyword Modified ICSS Algorithm ‎/ (1 Article)

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The Influence of Structural Changes in Volatility on Shock Transmission and Volatility Spillover among Iranian Gold and Foreign Exchange Markets

Writer : Shahrazi، Mohammad Mahdi ؛ Elmi، Zahra (Mila) ؛ Abounoori، Esmaiel ؛ Rasekhi، Saeed ؛

Journal:Iranian Economic Reveiw»Spring 2014, Volume 18 - Number 2 Ranking: Science-Research/ISC (‎14 page(s) - From 73 to 86 )
Keywords:Volatility Structural Changes Shock Transmission Spillover Effect Modified ICSS Algorithm GARCH ProcessForeign Exchange Market GARCH ARCH Iranian

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Journal Iranian Economic Reveiw 1

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GARCH ProcessShock TransmissionSpillover EffectStructural ChangesVolatility

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