List of Articles Long-term memory

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  1 - 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
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  2 - 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
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  3 - 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
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  4 - 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
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  5 - 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
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  6 - A Survey of Long-Term Memory in the Digital Currency Index
  Shima Alizadeh hossein safarzadeh