عنوان مقاله [English]
نویسندگان [English]چکیده [English]
The main purpose in this article has been to evaluate the exchange rate volatility in Iran using the family of the ARCH models. Doing so, the symmetric GARCH and asymmetric TARCH, EGARCH and APGARCH models are applied. The results have indicated that the volatility caused by the bad (negative) news is relatively larger than that caused by the good (positive) news.