Modeling Stock High-Low Price Range: Fractional Cointegrating VAR Approach (FCVAR).
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 159, doi. 10.22059/FRJ.2023.347510.1007379
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- Publication type:
- Article
Works matching IS 10248153 AND DT 2024 AND VI 26 AND IP 1
Results: 7
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Modeling Portfolio Optimization based on behavioral Preferences and Investor's Memory.
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 130, doi. 10.22059/FRJ.2023.354113.1007438
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- Publication type:
- Article
3
The Impact of Stock Liquidity on Returns under Asymmetric Information and Financial Constraints.
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 105, doi. 10.22059/FRJ.2023.365763.1007514
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- Publication type:
- Article
4
The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry.
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 81, doi. 10.22059/FRJ.2023.359810.1007467
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- Article
5
Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model.
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 54, doi. 10.22059/FRJ.2023.361936.1007487
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- Publication type:
- Article
6
Analyzing the Effect of Dividends on Default Probability According to Signaling and Agency Theories.
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 26, doi. 10.22059/FRJ.2023.352275.1007419
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- Publication type:
- Article
7
Investigating the Asymmetric Impact of the Stock Market Index on the Real Estate Price Index.
- Published in:
- Financial Research Journal (FRJ), 2024, v. 26, n. 1, p. 1, doi. 10.22059/FRJ.2023.356846.1007448
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- Publication type:
- Article