| Journal (Article count) |
|---|
| Journal Iranian Journal of Finance 4 |
| Category (Article count) |
|---|
| اقتصاد 4 |
| Language (Article count) |
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| English 4 |
| Ranking (Article count) |
|---|
| ب 2 |
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1.
Writer : Bazraei، Maryam ؛ Ghavidel، Salleh ؛ Mahmoudzadeh، Mahmoud ؛ Corresponding Author : Emamverdi، Ghodratollah ؛
Journal:Iranian Journal of Finance»Autumn 2021, Volume 5 - Number 4 Ranking ب (Ministry of Science (27 page(s) - From 25 to 51 )
Keywords:Exchange RateStock MarketDynamic Conditional CorrelationOptimal portfolio
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2.
Writer : Karimi، Mojtaba ؛ Sarraf، Fatemeh ؛ Emamverdi، Ghodratollah ؛ Baghani، Ali ؛
Journal:Iranian Journal of Finance»Winte 2020, Volume 4 - Number 1 Ranking ب (Ministry of Science (30 page(s) - From 25 to 54 )
Keywords:Global Financial CrisisStock MarketDFGM contagion testOrnstein- Uhlenbeck process
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3.
Corresponding Author : Emamverdi، Ghodratollah ؛ Writer : Karimi، Mojtaba ؛
Journal:Iranian Journal of Finance»October 2018, Volume 2 - Number 4 (14 page(s) - From 64 to 77 )
Keywords:WaveletSystematic RiskBeta CoefficientStat Space Model
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4.
Writer : Emamverdi، Ghodratollah ؛
Journal:Iranian Journal of Finance»Winter 2018, Volume 2 - Number 1 (27 page(s) - From 93 to 119 )
Keywords:GARCHCopulaValue at Risk (VaR)Extreme Value Theory (EVT)Backtesting