keyword Rolling Window / (4 Article)
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1.
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
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2.
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
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3.
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
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4.
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