Investigating the Volatility Persistence in Tehran Stock Exchange

Volume 12, Issue 39, September 2022, Pages 9-31

10.52547/jfmp.12.39.9

Moslem Nilchi; Daryush Farid; Moslem Peymani; Hamidreza Mirzaei

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Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR

Volume 10, Issue 32, January 2021, Pages 131-158

10.52547/JFMP.10.32.131

Ali Farhadian; Mojtaba Rostami; Moslem Nilchi

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Comparative Evaluation of Markowitz Approach with a New Hybrid Method to Create an Optimal Portfolio Using Deep DNN Learning Method and Gravitational Search Algorithm.

Volume 9, Issue 28, December 2019, Pages 165-188

10.52547/jfmp.9.28.165

Mohammad Hassan Zare; Moslem Nilchi; Daryush Fareed

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Stabilization of Financial Dendrograms as a Method of Systemic Changes Measurement (A Study of TSE’s Indices)

Volume 8, Issue 24, December 2018, Pages 103-128

Hojjatollah Sadeqi; Moslem Nilchi

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Examining the Return and the Return Volatility of Investment Industry in the Months of Ramadan and Muharram

Volume 6, Issue 15, June 2017, Pages 25-41

Mahmoud Baghjari; Moslem Nilchi; Azadeh Rasoolian

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The application of multi-criteria decision-making to determine the relative value of food and beverage companies in Tehran Stock Exchange

Volume 5, Issue 10, August 2015, Pages 129-145

Mohammad Esmaeil Fadaeinejad; Hamid Mozafari; Moslem Nilchi; Rashid Madadi Avargani

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