List of Articles ARFIMA

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  1 - 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
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  2 - Capability Comparison of the Models based on Long Memory and Dynamic Neural Network Models in Forecasting the Stock Return Index in Tehran Stock Exchange
  اکبر کمیجانی اسماعیل نادری
• Open Access Article
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  3 - 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
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  4 - 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
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  5 - ARIMA and ARFIMA Prediction of Persian Gulf Gas-Oil F.O.B
  H. Amadeh A. Amini F. Effati
• Open Access Article
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  6 - New Criterion‎ For Fractal Parameter In Financial Time Series ‎
  Mehrzad Alijani bahman banimahd Ahmad Yaghobnezhad
  10.22034/amfa.2021.1917040.1527
• Open Access Article
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  7 - Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk? Evidence from Investing in Iran’s Petrochemical Industry
  Alireza Khosrowzadeh Aboutorab Alirezaei Reza Tehrani Gholamreza Hashemzadeh Khourasgani
  10.22034/amfa.2019.1871644.1244
• Open Access Article
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  8 - Comparative Approach to the Backward Elimination and for-ward Selection Methods in Modeling the Systematic Risk Based on the ARFIMA-FIGARCH Model
  Nemat Rastgoo Hossein Panahian
  10.22034/amfa.2017.536263
• Open Access Article
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  9 - Applying Semi-parametric and Wavelets Methods to Study Persistent Rate of Inflation in Iran
  Ahma Jafari Samimi Roozbeh Baloonejad
• Open Access Article
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  10 - پیش‌بینی قیمت بنزین فوب خلیج‌فارس با استفاده از مدل‌های ARIMA و ARFIMA
  حمید آماده فرشید عفتی باران امین امینی