List of Articles Regime switching

• Open Access Article
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  1 - Dynamics of Self Exciting Threshold Models in Analysis of Tehran Stock Market Behavior
  S. Yahya Abtahi
• Open Access Article
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  2 - Gold as a Safe Haven for Tehran Stock Exchange: A Regime Switching Approach
  Jalal Seifoddini Frydoon Rahnamay Roodposhti
• Open Access Article
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  3 - Investigation of Weak Form Efficiency Hypothesis in Both High and Low Volatility Regimes of OPEC Crude Oil Market
  mahmood mohammadi alamuti mohammad reza haddadi younes nademi
• Open Access Article
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  4 - The Relation Between one Economic Events with the Concepts of Changing Regime about Returns, Risk and Liquidity in Stock Market
  Hassan Ghalibafasl Naser Elahi Masoomeh Torkaman Ahmadi Yadolah Dadgar
• Open Access Article
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  5 - Identifying Regime Switching of Stock Market Returns in Iran
  Seyed Yahya Abtahi Hamed Nikfetrat
• Open Access Article
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  6 - Modeling and Forecasting Evaluation of Different Models of Short-Term Memory, Long-Term Memory, Markov Switching and Hyperbolic GARCH in Forecasting OPEC Crude Oil Price Volatility
  mahmood mohammadi alamuti Mohammadreza Haddadi Younes Nademi