Main Subjects = Time-Series Models
Financial Time series Forecasting using Holt-Winters in H-step Ahead

Volume 18, Issue 3, March 2016, Pages 505-518

10.22059/jfr.2016.62453

Hamid Shahriari; Abdollah Aghaie; Maryam Nezhad Afrasiabi


Tehran Stock Exchange dynamics in a Markov regime switching EGARCH-in-mean model

Volume 16, Issue 1, April 2014, Pages 77-98

10.22059/jfr.2014.51841

Reza Raee; Shapoor Mohmadi; Alireza Saranj


Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio

Volume 15, Issue 2, November 2013, Pages 181-200

10.22059/jfr.2013.51076

Mohamadreza Pourebrahimi; Ahmad Pouyanfar; Seyed Mohsen Mousavi