Financial Research Journal

Financial Research Journal

Subjects = Time-Series Models
Number of Articles: 7

Financial Time series Forecasting using Holt-Winters in H-step Ahead

Volume 18, Issue 3, Winter 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, Spring 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, Autumn 2013, Pages 181-200

10.22059/jfr.2013.51076

Mohamadreza Pourebrahimi, Ahmad Pouyanfar, Seyed Mohsen Mousavi

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