بررسی حافظه درازمدت شاخص کل قیمت بورس اوراق بهادار تهران (مطالعه موردی: صنعت داروسازی)

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3        Abbasi, E.; Ahmadi, H.; and E. Heydari (2013). “Ranking of Pharmaceutical Companies Using an Integrative Approach of Multi-Standard Decision-Making and Genetic Algorithm”. Journal of Health Accounting, Vol. 2, No. 1, Issue. 3, pp. 57-77. [In Persian]

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11    Erfani, A. (2008). “Investigating Long-Term Memory of Total Price Index of Tehran Stock Exchange”. Humanities and Social Sciences Research, Vol. 8, No. 28, pp. 77-93. [In Persian]

12    Keshavarz, H. and B. Samadi (2009). “Evaluating and Predicting the Efficiency of  Volatility of the Tehran Stock Exchange and Comparing the Accuracy of Methods in Estimating Value at Risk: An Application of FIGARCH Family Models”, Tehran Journal of Economic Research, Vol. 44, No. 1, pp. 163-180. [In Persian]

13    Mahmoudi, V.; Mohammadi, S.; and H. Chitsazan (2010). “Investigating the Trend of Long-Term Memory in Global Markets of Oil”, Economic Modeling Research, Vol. 1, No. 1, pp. 29-48. [In Persian]

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15    Dadashi, I.; Asghari, M.; Zarei, S.; and M. Jaffari Baei (2013). “Examining the Effect of Capital Structure and Financing on the Technical Efficiency of Pharmaceutical Companies Listed on Tehran Stock Exchange”. Journal of Health Accounting, Vol. 2, No. 1, Issue. 3, pp.1-19. [In Persian]

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21    Grau-Carles, P. (2000). “Empirical Evidence of Long-Range Correlations in Stock Returns”. Statistical Mechanics and its Applications, Vol. 299, No. 3, pp. 396-404.

22    Olan, T. H. (2002). “Long Memory in Stock Returns: Some International Evidence”. Applied Financial Economics, Vol. 12, No. 10, pp. 725-729.

23    Elder, J. and A. Serletis (2008). “Long Memory in Energy Futures Prices”. Review of Financial Economics, Vol. 17, No. 2, pp. 146-155.

24    Alagide, P. (2011). “Return Behavior in Africa’s Emerging Equity Markets”. The Quarterly Review of Economics and Finance, No. 51, Issue. 2, pp. 133-140.

25    Kittiakarasakun, J. and Y. Tse (2011). “Modeling the Fat Tails in Asian Stock Markets”. International Review of Economics and Finance, Vol. 21, No. 20, pp. 430-440.