List of Articles long memory

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  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
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  2 - Long memory in four main cryptocurrencies
  gholamreza zomorodian Babak Mahboubi
  10.30495/jfksa.2022.20209
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  3 - Forecasting value-at-risk and expected shortfall using high frequency data modeling
  S. Babak Ebrahimi Negin Mohebbi
• Open Access Article
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  4 - 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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  5 - New approach for estimation of long memory parameters in financial time series
  سید محمد سیدحسینی مسعود باباخانی سید محمد هاشمی نژاد سید بابک ابراهیمی
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  6 - 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
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  7 - 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
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  8 - 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
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  9 - 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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  10 - 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
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  11 - Forecasting Volatility & Risk Management in Tehran Stock Exchange through Long memory impacts
  ehsan Taiebysani Madihe Changi Ashtiani