Journal of Econometric Modelling - Articles List

Journal of Econometric Modelling

Keywords = Factor Stochastic Volatility

Number of Articles: 1

Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model

Volume 6, Issue 3, Autumn 2021, Pages 63-96

10.22075/jem.2021.23659.1607

reza Taleblou, Parisa Mohajeri

Journal of Econometric Modelling

Journal Archive

Volume 11 (2026)

Volume 10 (2025)

Volume 9 (2024)

Volume 8 (2023)

Volume 7 (2022)

Volume 6 (2021)

Volume 5 (2020)

Volume 4 (2019)

Volume 3 (2018)

Volume 2 (2016)

Volume 1 (2014)