اثر شاخص قیمت جهانی کامودیتی‌ها بر بازده سهام بورس اوراق بهادار تهران: رویکرد بیزین چرخشی مارکوف

امیر تیموری، راضیه؛ جلایی، سید عبدالمجید؛ زاینده‎رودی، محسن (1396). بررسی تأثیر هم‌زمانی چرخه‎های تجاری ایران و آلمان بر اصطکاک و عمق بازارهای مالی ایران (رهیافت مارکوف سوئیچینگ بیزین ور). تحقیقات مالی،  19 (3)، 341-364.

جهانگیری، خلیل؛ حسینی ابراهیم‎آباد، سیدعلی (1396) بررسی آثار سیاست پولی، نرخ ارز و طلا بر بازار سهام ایران با استفاده از مدل MS-VAR-EGARCH. تحقیقات مالی، 19 (3)، 389-414.

راعی، رضا، محمدی، شاپور؛ سارنج، علیرضا (1393). پویایی‌های بورس اوراق بهادار تهران با استفاده از مدل گارچ نمایی در میانگین سوئیچینگ مارکوف. تحقیقات مالی، 16(1)، 77-98.

سجاد، سید رسول؛ طاهری‏فر، رویا (1395). محاسبه فاصله اطمینان و ارزیابی دقت ارزش در معرض خطر محاسبه‌شده با مدل مارکف سوئیچینگ گارچ در بورس اوراق بهادار تهران. تحقیقات مالی، 18(3)، 461-482.

قادری، سامان؛ رستمی نوروزآباد، مجتبی (1395). جهانی‎شدن مالی و بازده سهام: تئوری و شواهدی از داده‏های سری زمانی. تحقیقات مالی، 18(4)، 715-734.

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