Resultados da busca - Reza Taleblou

Comparing the performance of different deep learning architectures for time series forecasting por Reza Taleblou

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Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model por reza Taleblou, Parisa Mohajeri

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Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis por Reza Taleblou, Parisa Mohajeri

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Estimation of Optimal Investment Portfolio Using Value at Risk (VaR) and Expected Shortfall (ES) Models: GARCH-EVT-Copula Approach por Reza Taleblou, mohammad mahdi davoudi

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Comparison of EVT Approach with Other Methods of Measuring Market Risk (VAR) in the Context of the Backtesting and Kupiec Test: Implications for Market Risk Management of Financial... por Reza Taleblou, mohammad mahdi davoudi

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Calculating Value at Risk: DCC-GARCH-Copula Approach por Reza Taleblou, Mohammad Mahdi Davoudi

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Time-Varying Volatility Spillovers between Exchange Rate and Tehran Stock Exchange; New Evidences of the Covid-19 Pandemic por Reza Taleblou, Parisa Mohajeri, Maedeh Samadi

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Analysis of Spatial Diffusion of Housing Price Changes in Iranian Provinces; Spatial Econometrics Approach por Reza Taleblou, Teymour Mohammadi, Hadi Pirdayeh

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Risk Modeling of Stocks of Large Companies in the Tehran Stock Exchange: A Multivariate Factor Stochastic Volatility Approach por Reza Taleblou, Parisa Mohajeri, Morteza Yeganeh

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The Estimation of Monopoly Power in Two Sided Markets; The Case Study of Payment Cards in Iran por Reza Taleblou, Teymor Mohammadi, Hossein Aghaei

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Measuring the Dynamics of Volatility Spillovers between Dollar and Iranian Stock Market: Applying the Frequency Connectedness Approach por Reza Taleblou, Parisa Mohajeri, Maedeh Samadi

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Government Off-Budget Operations and Their Impact on Inflation Based on Fiscal Dominance in Banking System: The Case of Iran por Hossein Tavakolian, Reza Taleblou, Shaghayegh Abbasali

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Estimating Firm and Industry-Specific Uncertainty and Their Impacts on Capital Structure: Applying Stochastic Volatility (SV) Model and Multilevel Panel Analysis por Parisa Mohajeri, Reza Taleblou, Mina Yaghchi

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Sentiment as a Risk Factor in Capital Markets: An Analysis of the Tehran Stock Exchange Within the Stochastic Discount Factor (SDF) Framework por Reza Taleblou, Mohammad Mehdi Bagheri Todeshki

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Empirical Analysis of Herd Behavior in the Cryptocurrency Market: Evidence from COVID-19 and Social Media Influencers\' Messages por Sadaf Sharifi, Ali Mazyaki, Reza Taleblou

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Estimating the Probability of Loan Default in Melli Bank: A Comparative Study of Machine Learning and Econometric Approaches por Reza Taleblou, Mir Ali Kamali, Parisa Mohajeri

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Estimating Oil Price Volatility Using Stochastic Volatility (SV) and Its Impact on Corporate Investment por parisa Mohajeri, reza Taleblou, Fatemeh KhanAhmadi

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Evaluating the Efficiency and Robustness of Beta and Stochastic Discount Factor Methods in Iranian Stock Market por Hossein Talakesh Naeini, Reza Taleblou, Teymor Mohammadi, Parisa Mohajeri

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Effect of Different Oil Regimes on the Hedging of Oil Transactions by Participating in Gold Market: RS-DCC Approach por Sarah Akbari, Teymour Mohamadi, Hamid Reza Arbab, Reza Taleblou

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