پویایی بازده و انتقال نامتقارن نوسانات بین بازار سهام و فرابورس ایران با استفاده از مدل نامتقارن دومتغیره BEKK-GARCH

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Abtahi, S. Y., & Khajeh Mahmoudabadi, H. (2019). Threshold Dynamics and Asymmetric Adjustment of Stock and Foreign Exchange Market Returns in Iran. Investment Knowledge, 9(34), 149-165.

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Wang, B. (2024). The Effects of the COVID-19 Pandemic Period on Stock Market Return and Volatility. Evidence From the Pakistan Stock Exchange. PLoS One, 19(4), e0295853. https://doi.org/10.1371/journal.pone.0295853

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Zafarpour, A., Sarlak, A., & Haji, G. A. (2023). Investigating the Asymmetric Effects of High-Frequency Trading on the Return of Companies Listed on the Tehran Stock Exchange Using the MS-EGARCH Model. Journal of Financial Economics, 17(65), 333-356.

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