Winter 2014, Volume 9 - Number 1 Ranking Science-Research (Ministry of Science)
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Writer : Adabi، Bagher ؛ mehrara، mohsen ؛ mohammadi، shapour ؛
(30 page(s) - From 1 to 30 )
Keywords:Value at RiskPVARportfolio optimizationCVaRWVaRHGAPSOVaRPSO
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Writer : Bastanzad، Hossein ؛ Valipour Pasha، Mohammad ؛
(26 page(s) - From 31 to 56 )
Keywords:Social IndicatorsQuality of growthstructural indicatorsIranQGIs
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Writer : Ahmadian، Azam ؛ shahchera، mahshid ؛
(35 page(s) - From 57 to 91 )
Keywords:Monetary policyBanksAsset and liability managementFinancial shocksALMIranThe Central BankDSGE Model
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Writer : Erfani، Alireza ؛ Safari، Solmaz ؛
(23 page(s) - From 93 to 115 )
Keywords:IranBootstrapSeigniorageFuzzy systemsTakagiSugeno approachEstimationInflationBt
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Writer : Baghdadi، Pouya ؛ Akbari، Ahmad ؛ Hassanzadeh، Ali ؛ Zekavat، Seyyed Morteza ؛ Taghizadeh-Hesary، Farhad ؛
(30 page(s) - From 117 to 146 )
Keywords:Credit RiskExporter SMEsBasel IICapital RequirementsProbit ModelSMEIranBasel I
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Writer : Salehi، Mahdi ؛ Zamani، Mohammad ؛
(30 page(s) - From 147 to 176 )
Keywords:Value at RiskGARCH modelMarket riskMonte Carlo methodHistorical simulationTSP methodMonte CarloARCHGARCH