8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models

1/5

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.

8/10/2019 Modeling Volatility of Gold Futures Market in Iran by Switching GARCH Models

2/5

704Hasti 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

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.

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.