Estimating Portfolio Value-at-Risk and Expected Shortfall by Possibility and Necessity Theory

Volume 19, Issue 2, 2017, Pages 193-216

10.22059/jfr.2017.218621.1006298

Seyed Babak Ebrahimi; Mojgan Aghaei; Negin Mohebbi

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Presenting a new hybrid method for predicting the Stock Exchange price inde

Volume 18, Issue 4, March 2017, Pages 613-632

10.22059/jfr.2017.62582

Diako Dorodi; Seyed Babak Abrahimi

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Comparing of Volatility Transmission Model with Consideration of Long Memory Effect; Case Study: Three Selected Industry Index

Volume 15, Issue 1, September 2013, Pages 51-74

10.22059/jfr.2013.35432

Seyed Mohammad Seyedhosseini; Seyed Babak Ebrahimi

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Comparing the accuracy of the model Meta heuristic and Econometric in forecasting of financial time series with long-term memory (Case Study, Stock Index of Cement Industry in Iran)

Volume 13, Issue 31, September 2012, Pages 1-22

Farnaz Barzinpour; Seyed Babak Ebrahimi; Seyed Mohammad Hasheminejad; Hamed Nasr Esfahani

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