keyword Rolling Window ‎/ (4 Article)

Writer : Amini، Arash ؛ Nikoomaram، Hashem ؛ Corresponding Author : Khalili Araghi، Maryam ؛

Journal:Advances in Mathematical Finance and Applications»Winter 2024, Volume 9 - Issue 1 Ranking الف (Ministry of Science/ISC (‎17 page(s) - From 67 to 83 )

Keywords:Entropyperformance evaluationRolling WindowHigher momentsBanking and insurance

Writer : Abounoori، Esmaiel ؛ Sadeghzadeh Yazdi، Ali ؛ Erfani، Alireza ؛

Journal:Money and Economy»Spring 2018, Volume 13 - Number 2 Ranking د (Ministry of Science/ISC (‎24 page(s) - From 153 to 176 )

Keywords:liquidity riskRolling WindowGARCH FamilyLiquidity Forecast

Writer : کشاورز حداد، غلامرضا ؛ مفتخر دریائی نژاد، کبری ؛

Journal:تحقیقات اقتصادی»بهار 1397 - شماره 122 Ranking ب (Ministry of Science/ISC (‎36 page(s) - From 117 to 152 )

Keywords:بازدهVARارزش در معرض ریسکتلاطمسرریز اطلاعاتکفایت مدلپنجره­ی غلتانمدل رتبه­بندیMGARCHMGARCHRolling Windowmodeling adequacyranking modelValue at RiskVolatilityVARSpillover Effects

Writer : Hatefi Madjumerd، Madjid ؛ Zamanian، Gholamreza ؛ Nabi Shahiki Tash، Mohammad ؛

Journal:اقتصاد مقداری»Summer 2017 - Number 53 Ranking ب (Ministry of Science/ISC (‎26 page(s) - From 85 to 110 )

Keywords:stockExplosive BubbleDicky FullerRolling WindowOTCOTCRolling WindowDicky FullerExplosive Bubblestock