APA (7th ed.) Citation

Golarzi, G., & Abolfazli, S. R. Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model. University of Tehran.

Chicago Style (17th ed.) Citation

Golarzi, Gholamhosein, and Seyed Ramin Abolfazli. Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model. University of Tehran.

MLA (9th ed.) Citation

Golarzi, Gholamhosein, and Seyed Ramin Abolfazli. Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model. University of Tehran.