modeling volatility of gold futures market in iran by switching garch models
TRANSCRIPT
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8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
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Int. j. econ. manag. soc. sci., Vol(3), No (11), November, 2014. pp. 703-7
TI Journals
International Journal of Economy, Management and Social Scienceswww.tijournals.com
ISSN:
2306-7276
Copyright 2014. All rights reserved for TI Journals.
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8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
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704Hasti Chitsazan *, Masoud Keimasi
International Journal of Economy, Management and Social Sciences Vol(3), No (11), November, 2014.
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8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
3/5
705 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
International Journal of Economy, Management and Social Sciences Vol(3), No (11), November, 2014.
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8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
4/5
706Hasti Chitsazan *, Masoud Keimasi
International Journal of Economy, Management and Social Sciences Vol(3), No (11), November, 2014.
-
8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
5/5
707 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models
International Journal of Economy, Management and Social Sciences Vol(3), No (11), November, 2014.