List of Articles حافظه بلندمدت Open Access Article Abstract Page Full-Text 1 - Long memory in Tehran Stock Market Index Compared to Exchange Rate (USD) in Iran Economic mojtaba abolhasani poorashkezar Ahmad Sarlak Teimur Mohammadi Gholam Ali Haji Open Access Article Abstract Page Full-Text 2 - Long memory in four main cryptocurrencies gholamreza zomorodian Babak Mahboubi 10.30495/jfksa.2022.20209 Open Access Article Abstract Page Full-Text 3 - Long-Term Memory and level shifts: Application of the modified GPH test in Tehran Stock Exchange mansoor kashi Mohammad Donyaei Roholah Ahmadi Open Access Article Abstract Page Full-Text 4 - Evaluating and study of the Fractal Properties of Capital Markets Based on DE trended Fluctuation Analysis (Case Study: Exchange Market and Stock Index of Tehran) Arash Azaryoun narges yazdanian seyedalireza mirarab baygi hoda hemmati Open Access Article Abstract Page Full-Text 5 - Long memory investigation and application of wavelet decomposition to improve the performance of stock market volatility forecasting شمس اله شیرین بخش اسماعیل نادری نادیا گندلی علیخانی Open Access Article Abstract Page Full-Text 6 - New approach for estimation of long memory parameters in financial time series سید محمد سیدحسینی مسعود باباخانی سید محمد هاشمی نژاد سید بابک ابراهیمی Open Access Article Abstract Page Full-Text 7 - Modeling of long-term memory and regime changes in Tehran Stock Exchange stock returns and asymmetric effects of oil market shocks on it Mojtaba Almasi Ali Falahati Shahram Fattahi Alireza Rostami Open Access Article Abstract Page Full-Text 8 - Modeling and Forecasting Air Pollution of Tehran Application of Autoregressive Model with Long Memory Properties reza akhbari Hamid Amadeh 10.22034/jest.2018.12462 Open Access Article Abstract Page Full-Text 9 - Effects of exchange rates shocks on Tehran stock market returns: MSFITGARCH model hajar moradian Ali Haghighat hashem zare Mehrzad Ebrahimi Open Access Article Abstract Page Full-Text 10 - A comparative study between the effectiveness of ARIMA and ARFIMA models in predicting the interest rate and the treasury exchange rate in Iran mohadeseh razaghi hashem nikomaram Alireza Heidarzadeh Hanzaei farhad ghaffari Mahdi Madanchi Zaj Open Access Article Abstract Page Full-Text 11 - Constant Conditional Correlation Volatility Transmission Model with Long Memory Effect, evidence from Tehran and Dubai Stock Market Seyed Mohammad Seyedhosseini Seyed Babak Ebrahimi Masoud Babakhani Open Access Article Abstract Page Full-Text 12 - Effect of long memory dependence structure between the dollar exchange rate and oil products in the Tehran stock Exchange Index: A copula based approach Mahdi Salehi Samaneh Zamani Moghadam Sadegh Nekooei Open Access Article Abstract Page Full-Text 13 - Modeling volatility and conditional VaR measure using GARCH models and theoretical EVT in Tehran Stock Exchange Saeed Fallahpoor Reza Raee Saeed Mirzamohammadi seyed mohammad hasheminejad Open Access Article Abstract Page Full-Text 14 - Modelling of capital market returns fluctuations for Tehran Price Index Return: MRS-FI-TGARCH and FI-TGARCH models Hajar Moradian Ali Haghighat Hashem Zare Mehrzad Ebrahimi Open Access Article Abstract Page Full-Text 15 - پیش بینی شکاف دارایی- بدهی پویا در صنعت بانکداری ایران کاربرد الگوی عصبی- فازی تطبیقی و الگوی حافظه بلندمدت (مطالعه موردی: یک بانک خصوصی) عبدالرسول قاسمی جاوید بهرامی ثریا شعبانی جفرودی Open Access Article Abstract Page Full-Text 16 - Presenting the Forecasting Model of Bitcoin Return Using the hybrid Method of Deep Learning - Signal Decomposition Algorithm (CEEMD-DL) sakineh sayyadi nezhad Ali Esmaeil Zadeh Mohammad Reza Rostami 10.30495/fed.2023.700133 Open Access Article Abstract Page Full-Text 17 - The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall leila barati mirfeiz falahshams farhad ghafari Alireza Heidarzadehhanzaee Open Access Article Abstract Page Full-Text 18 - Long Memory usage in Portfolio Optimization using the Copula Functions: Empirical evidence of Iran and Turkey Stock Markets Hasti Chitsazan Motahareh Moghadasi Reza Tehrani Mohsen Mehrara Open Access Article Abstract Page Full-Text 19 - کاربردی از مدل های حافظه بلند مدت و شکست ساختاری منصور کاشی میرفیض فلاح شمس لیالستانی محمد دنیایی Open Access Article Abstract Page Full-Text 20 - بررسی حافظه بلندمدت در بورس اوراق بهادار تهران هاشم نیکومرام علی سعیدی مرجان عنبرستانی Open Access Article Abstract Page Full-Text 21 - A Survey of Long-Term Memory in the Digital Currency Index Shima Alizadeh hossein safarzadeh Open Access Article Abstract Page Full-Text 22 - Choosing an optimal Model for Explaining & Forecasting the Volatility of Iranian Gold Price Returns: a Comparison of GARCH, IGARCH & FIGARCH Models Mahdi Shahrazi
