الفهرس 
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Abstract
This thesis reviews GARCH modeling and robust estimation and proposes a robust estimation method for the DCC-GARCH model based on adaptive HBR Rank-based estimation. this robust methods better estimates the volatilities of a set of financial assets in the presence of outliers. the thesis presents an empirical study of the robust method along with simulation results to explore the characteristics of the robust method estimation. for better evaluation of the robust methods, the thesis also examines the distribution structure of financial markets main indices data. the thesis also discusses possible future topics and research in this field of syudy.