Credit rating and preparing risk transition matrix for legal clients of banks with Markov chain approach

Volume 7, Issue 27, October 2022, Pages 281-290

10.30495/ijfma.2022.61646.1688

Farrokh Pourbijan; Mirfeiz Fallah shams; Reza Gholami-jamkarani; Hamid Reza Kordlouie; Hosein Jahangirnia

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Fads Models with Markov Switching Hetroskedasticity: decomposing Tehran Stock Exchange return into Permanent and Transitory Components

Volume 2, Issue 8, January 2018, Pages 19-28

Teymoor Mohammadi; Abdosade Neisi; Mehnoosh Abdollahmilani; Sahar Havaj

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