Journal of Econometric Modelling - Articles List

Journal of Econometric Modelling

Author = Parisa Mohajeri

Number of Articles: 3

Estimating the Adjusted Probability of Informed Trading Model; the Case Study of Financial Sector

Volume 9, Issue 2, Spring 2024, Pages 35-67

10.22075/jem.2024.31495.1863

Reza Taleblou, Parisa Mohajeri

Connectedness and Risk Spillovers in Iranian Stock Market: Using TVP-VAR in a Sectoral Analysis

Volume 7, Issue 3, Winter 2022, Pages 95-125

10.22075/jem.2022.28780.1771

Reza Taleblou, Parisa Mohajeri

Modeling the Volatility of the Iranian Asset Markets Using Factor Multivariate Stochastic Volatility Model

Volume 6, Issue 3, Autumn 2021, Pages 63-96

10.22075/jem.2021.23659.1607

reza Taleblou, Parisa Mohajeri

Journal of Econometric Modelling

Journal Archive

Volume 11 (2026)

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