Subordinate Shares Pricing under Fractional-Jump Heston Model

Volume 21, Issue 3, 2019, Pages 392-416

10.22059/frj.2019.277291.1006834

Omid Jenabi; Nazar Dahmardeh Ghaleno

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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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Modeling Volatility: Evidence from Tehran Stock Exchange

Volume 11, Issue 27, July 2010

Shapour Mohammadi; Reza Raei; Reza Tehrani; Arash Faizabad

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