H

  • hadavand.SARA Investigating the Effect between Overall & Partial Efficiency of Financing Methods from the Perspective of Governance and Residents of the Worn-Out texture of Urban Recreation Targets and Neighborhoods, Using Network Fuzzy Range Adjusted Measure Data Envelopment Analysis (NFRAM DEA) method (Case Study: Javanmard Qasab Neighborhood, District 20 of Tehran Municipality) [ Vol.11, Issue 45 - Winter Year 1399]
  • Haddadi.Mohammad Reza Optimal Portfolio Diversification Strategy Using WCVaR Risk Criteria and Its Comparison with Monte Carlo Method [ Vol.11, Issue 45 - Winter Year 1399]
  • Haj Khan Mirzaye Sarraf.Ebrahim Bayesian Estimation of Relationship Between Return Volatility and Stock Trading Volume of Tehran Stock Exchange Index [ Vol.11, Issue 42 - Spring Year 1399]
  • Hamidian.Mohsen Investigation of Fractal Property Price and Stock Returns of Tehran Stock Exchange Companies Using Nonlinear ARIFMA Model [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hamidian.Mohsen One-way and two-way risk filtering using generalized dynamic factor model in Tehran Stock Exchange [ Vol.11, Issue 44 - Autumn Year 1399]
  • hanifi.Farhad Usage of ZPP Model in Credit Risk Prediction [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hashemi.SeyedAmirMehdi The Relationship of Return on Investment Markets with the Debold and Yelmaz Approach [ Vol.11, Issue 44 - Autumn Year 1399]
  • HASSANABADI.HASSAN Price Option Trading with the help of Nikki Vorovarov method [ Vol.11, Issue 44 - Autumn Year 1399]
  • heidari haratemeh.mostafa Impact of the Investor's Mood State on Expected Return on Investment [ Vol.11, Issue 42 - Spring Year 1399]
  • Heidari.Hamed Exploration and validation of the antecedents and consequences of block chain acceptance in Iranian financial markets with fuzzy approach [ Vol.11, Issue 42 - Spring Year 1399]
  • Heidarzadehhanzaee.Alireza The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall [ Vol.11, Issue 45 - Winter Year 1399]
  • Hematfar.Mahmmoud Modeling and predicting stock market volatility using neural network and conditional variance patterns [ Vol.11, Issue 43 - Summer Year 1399]
  • Hemmati Asiabaraki.Mehdi Developing Asset Correlation Risk Model (ACR) with Asset- Liability Management (ALM) Approach with using of VECM model [ Vol.11, Issue 42 - Spring Year 1399]
  • Hoghooghi.Soheila Investigate the effectiveness of gold coin dealing to hedge the risk of stock price volatility [ Vol.11, Issue 43 - Summer Year 1399]
  • Hoseini.Seyed Ali Providing a Model for Selecting the Optimal Stock Portfolio Using Salp Swarm Algorithm and Multilayer Perceptron Neural Networks [ Vol.11, Issue 44 - Autumn Year 1399]
  • Hosseinzadeh Lotfi.Farhad Evaluation of Bank Branches with Financial Indicators Using Data Envelopment Analysis [ Vol.11, Issue 45 - Winter Year 1399]