List of Articles FIGARCH

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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
• Open Access Article
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  2 - 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
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  3 - 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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  4 - 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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  5 - VaR modeling and back testing of short and long positions according to in Sample and out of Sample: application of family models Fractionally Integrated GARCH
  Mansour Kashi S. Hassan Hosseyni A. Sadat niyazkhani S. Amin Abdollahi
• Open Access Article
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  6 - Choosing an optimal Model for Explaining & Forecasting the Volatility of Iranian Gold Price Returns: a Comparison of GARCH, IGARCH & FIGARCH Models
  Mahdi Shahrazi
• Open Access Article
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  7 - Measurement conditional value at risk based on FIGARCH-EVT method at Tehran stock Exchange
  mohammadreza Lotfalipour Mahdiyeh Nosrati abolfazl Ghadiri Moghaddam Mahdi Filsaraei