Financial Research Journal - Articles List

Financial Research Journal

Keywords = Kalman Filter

Number of Articles: 4

Application of Kalman Filter to Estimate Dynamic Hedge Ratio in Pairs Trading Strategy: A Case Study of the Automobile Industry

Volume 25, Issue 1, 2023, Pages 63-87

10.22059/frj.2021.325988.1007206

Mohammad Javad Nourahmadi, Marziyeh Norahmadi

Creating an Index to Measure Financial Uncertainty Using the Fama-French Five-factor Model in State Space by the Kalman Filter Algorithm

Volume 24, Issue 2, 2022, Pages 307-328

10.22059/frj.2022.333142.1007254

Kaoos Mohammadzadeh, Mehdi Heydari

Static & Dynamic Models & Stock Market Efficiency Evaluation of T.S.E. Listed Companies’

Volume 22, Issue 4, 2021, Pages 476-495

10.22059/frj.2020.300741.1007011

Hanieh Hekmat, Ali Rahmani, Mahnaz Mola Nazari, Mir Hossein Mosavi, Hasan Ghalibaf Asl

The intertemporal relationship between risk and return with dynamic conditional correlation and time -varying beta

Volume 17, Issue 1, Spring 2015, Pages 1-20

10.22059/jfr.2015.51914

Hojjatollah Bagherzadeh, Ali Asghar Salem

Financial Research Journal

Journal Archive

Volume 28 (2026)

Volume 27 (2025)

Volume 26 (2024)

Volume 25 (2023)

Volume 24 (2022)

Volume 23 (2021)

Volume 22 (2020)

Volume 21 (2019)

Volume 20 (2018)

Volume 19 (2017)

Volume 18 (2016)

Volume 17 (2015)

Volume 16 (2014)

Volume 15 (2013)

Volume 14 (2012-2013)

Volume 13 (2012)

Volume 12 (2010)

Volume 11 (2010)

Volume 10 (2009)

Volume 9 (2008)

Volume 8 (2008)

Volume 7 (2006)

Volume 6 (2004)

Volume 5 (2003)

Volume 4 (1999)

Volume 3 (1996)

Volume 2 (1995)

Volume 1 (1994)