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  Does Exchange Rate Non-Linear Movements Matter for Analyzing Investment Risk?. Evidence from Investing in Iran’s Petrochemical Industry

  Writer : Khosrowzadeh، Alireza ؛ Tehrani، Reza ؛ Hashemzadeh Khourasgani، Gholamreza ؛ Corresponding Author : Alirezaei، Aboutorab ؛

  Journal:Advances in Mathematical Finance and Applications»Winter 2021, Volume 6 - Issue 1 Ranking ب (Ministry of Science/ISC (‎20 page(s) - From 29 to 48 )

  Keywords:petrochemical industryExchange Rate MovementsARFIMA-FIGARCH frameworkLong Memory propertyFractal Market Hypothesis

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