| Comparative Evaluation of Markowitz Approach with a New Hybrid Method to Create an Optimal Portfolio Using Deep DNN Learning Method and Gravitational Search Algorithm MH Zare, M Nilchi, D Farid Journal of Financial Management Perspective 9 (28), 165-188, 2020 | 24 | 2020 |
| Compare Canonical stochastic volatility model of focal MSGJR-GARCH to measure the volatility of stock returns and calculating VaR A Farhadian, M Rostami, M Nilchi Journal of Financial Management Perspective 10 (32), 131-158, 2020 | 16 | 2020 |
| Examining the Return and the Return Volatility of Investment Industry in the Months of Ramadan and Muharram M Baghjari, M Nilchi, A Rasoolian Financial Management Perspective 6 (15), 25-41, 2016 | 11 | 2016 |
| ارائه مدل تحلیل پوششی داده های چند بخشی جدید برای ارزیابی کارایی شعب بانک ها نیلچی, مسلم, فدائی نژاد, محمد اسماعیل, رضوی حاجی آقا, سیدحسین, بدری, احمد مطالعات مدیریت صنعتی 15 (46), 73-96, 1396 | 6* | 1396 |
| بررسی اثر ماههای رمضان و محرم بر ریسک و بازدهی صندوق های سرمایه گذاری مشترک در بازار سرمایه ایران مسلم. حسینی, سید علی, صالحی فر, محمد, نیلچی تحقیقات مالی 19 (2), 217-238, 1396 | 5* | 1396 |
| Predicting the Credit Risk of Loans Using Data Mining Tools (in Persian) M Nilchi, K Moghadam, A Naser SadrAbadi, A Farhadian Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی) 11 …, 2019 | 2 | 2019 |
| Modeling price dynamics and risk Forecasting in Tehran Stock Exchange: Conditional Variance Heteroscedasticity Hidden Markov Models M Nilchi, D Farid, M Peymany, H Mirzaei Iranian Journal of Finance 7 (3), 1-24, 2023 | 1 | 2023 |
| The Effect of Investor Sentiment on Audit Quality in Companies Listed on Tehran Stock Exchange J Nikkar, M Nilchi, F Ostovarnejad Accounting and Auditing Research 14 (53), 47-66, 2022 | 1 | 2022 |
| Stabilization of financial dendrograms as a method of systemic changes measurement (A study of TSE’s indices) H Sadeqi, M Nilchi Financial Management Perspective 8 (24), 103-128, 2019 | 1 | 2019 |
| The Relation between Inflation and Inflation Uncertainty in Iran's Economy (Nonparametric Regression Approach and Bounded Innovation Propagation GARCH) M Nilchi, M Momenzade, A Farhadian Journal of Economics and Modelling 14 (2), 1-35, 2024 | | 2024 |
| Measuring the Volatility Persistence of the Tehran Stock Exchange using Stochastic Volatility Models with Jump in Return MM Momenzadeh, M Nilchi, M Rostami Journal of Asset Management and Financing 11 (4), 121-140, 2023 | | 2023 |
| Inflation Dynamics: Inflation Persistence, structural Breaks and Changes in Iran's Inflation Persistence MM Momenzadeh, M Rostami, M Nilchi Journal of Monetary & Banking Research 16 (56), 349-379, 2023 | | 2023 |
| Modeling Price Dynamics and Risk Forecasting in Tehran Stock Exchange Market: Nonlinear and Non-gaussian Models of Stochastic Volatility M Nilchi, D Farid Financial Research Journal 25 (2), 275-299, 2023 | | 2023 |
| Instability in Iran's informal Foreign exchange market: structural breaks and jumps or long memory in volatility? M Rostami, M Nilchi, MM Momenzadeh Journal of Economic Research (Tahghighat-E-Eghtesadi) 58 (1), 61-94, 2023 | | 2023 |
| Calculation of crude oil price risk using HM-GARCH and MRS-GARCH model M Nilchi, A Farhadian Iranian Energy Economics 12 (45), 145-169, 2022 | | 2022 |
| بررسی پایداری تلاطم در بورس اوراق بهادار تهران نیلچی وهمکاران چشم انداز مدیریت مالی 12 (39), 9-30, 2022 | | 2022 |
| Investigating Spillover between the Oil Markets and Stock Market Volatility using Bayesian Multivariate Stochastic Volatility Model A Farhadian, M Nilchi Journal of Investment Knowledge 11 (43), 129-148, 2022 | | 2022 |
| Dynamics of Diversification, Capital Structure and Profitability M Montasheri, M Nilchi, D Fareed Empirical Research in Accounting 11 (4), 169-186, 2021 | | 2021 |
| مقایسه مدل تلاطم تصادفی کانونی و MSGJR-GARCH در اندازه‌گیری تلاطم بازده سهام و محاسبه ارزش در معرض ریسک علی فرهادیان, مجتبی رستمی, مسلم نیلچی نشریه چشم انداز مدیریت مالی 10 (32), 131-158, 2020 | | 2020 |
| Identifying and evaluating the impact of environmental variables on the absorption of deposits in the banking system D Farid, K Moghadam, M Nilchi The Journal of Economic Policy 11 (21), 195-216, 2019 | | 2019 |
M. E. FadaeinejadProfessor of Finance, Shahid Beheshti university在 sbu.ac.ir 的电子邮件经过验证
