Abbasi, G,. Moammadi, H,. Neshatavar, M,. (2018). Investigating the role of price bubble in creating fluctuations in Tehran Stock Exchange(selected companies of petrochemical and automobile industries). Financial Economics, 12(43), 133-152. (In Farsi)
Abbasinejad, H., & Gudarzi Farahani, Y. (2014). Estimating the Degree of Integration in CPI with ARFIMA-FIGARCH Model: Case study of Iran. Economics Research, 14(52), 26-1. (In Farsi)
Adämmer، P.،& Bohl، M. T. (2015). Speculative bubbles in agricultural prices. The Quarterly Review of Economics and Finance, 55, 67-76.
Alizadeh, S., & safarzadeh, H. (2019). A Survey of Long-Term Memory in the Digital Currency Index. Financial Engineering and Portfolio Management, 10(40), 169-183. (In Farsi)
Amiri, H., Salem, A., & Beshkhor, M. (2017). The Persistence of inflation in iran: a fractionally integrated approach. Economical Modeling, 11(39), 141-162. (In Farsi)
ansarinasab M, Manzari Tavakoli Z. (2020), Modeling Gasoline Consumption Behaviors in Iran Based on Long Memory and Regime Change. QEER. 16 (64) :125-149. (In Farsi)
Badri, A,. Abdolbagi, A,. (2017). An Introduction to Financial Econometrics, Data Analysis in Financial Sciences (Volume 1), Nass Publications. (In Farsi)
Baillie, R. T., Han, Y. W., Myers, R. J., & Song, J. (2007). Long memory models for daily and high frequency commodity futures returns. Journal of Futures Markets: Futures, Options, and Other Derivative Products, 27(7), 643-668.
Borimnezhad V. Shoushtarian A. (2008), Analyzing simultaneousness of supply and demand system equations of meats in iran,
Agricultural Economics, 2(1): 67-86.
(In Farsi)
Brooks، C.، Prokopczuk، M.،& Wu، Y. (2015). Booms and busts in commodity markets: bubbles or fundamentals? Journal of Futures Markets، 35(10), 916-938.
Chen, Z., Yan, B., & Kang, H. (2023). Price bubbles of agricultural commodities: Evidence from China’s futures market. Empirical Economics, 64(1), 195-222.
David, S. A., Machado, J. A., Trevisan, L. R., Inacio Jr, C., & Lopes, A. M. (2017). Dynamics of commodities prices: integer and fractional models. Fundamenta Informaticae, 151(1-4), 389-408.
Gil‐Alana, L. A., Cunado, J., & de Gracia, F. P. (2012). Persistence, long memory, and unit roots in commodity prices. Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 60(4), 451-468.
Gilbert، C. L. (2010). How to understand high food prices. Journal of agricultural economics، 61(2)، 398-425.
Gutierrez، L. (2011). Looking for Rational Bubbles in Agricultural Commodity Markets (No. 726-2016-50062).
Jalali, O., & Hatefi Madjumerd, M. (2016). The Survey of Existence of Price Bubbles in Oil Market of Iran. Iranian Energy Economics, 5(20), 227-260. (In Farsi)
Khosdabakhsh, S,.
Zayandehrudi, M,. Jalaee Esfandabadi, S.A,. (2020). Health Bubbles Survey in Tehran Stock Exchange .
Financial Economics,
14(50), 39-62.
(In Farsi)
Liu، X.، Filler، G.،& Odening، M. (2013). Testing for speculative bubbles in agricultural commodity prices: a regime switching approach. Agricultural Finance Review.
Maddah, M.,
DOLFAN, N., SAMEI, N. (2018). Testing for Bubbles in the Import Market of Some Strategic Agricultural Commodities of Iran. Agricultural Economics Research, 10(39), 261-276. (In Farsi)
mahjoub, M., & Nabavi Chashmi, S. (2021). Existing bubble stock test with Generalized Supremum Augmented Dickey-Fuller techniques and Impulse Response Function and analysis of Variance Decomposition. Journal of Investment Knowledge, 10(38), 243-264. (In Farsi)
Mao, Q., Ren, Y., & Loy, J. P. (2021). Price bubbles in agricultural commodity markets and contributing factors: evidence for corn and soybeans in China. China Agricultural Economic Review, 13(1), 22-53.
Martins, L. F., & Rodrigues, P. M. (2014). Testing for persistence change in fractionally integrated models: An application to world inflation rates. Computational Statistics & Data Analysis, 76, 502-522.
Mitra, D., & Paul, R. K. (2021). Forecasting of Price of Rice in India Using Long-Memory Time-Series Model. National Academy Science Letters, 44(4), 289-293.
Mohammadi, M., Mohammadi, H., & Azami, H. (2016). Identifying Price Bubbles in Chicken and Beef Meat Markets with Rational Expectations. Journal Of Agricultural Economics and Development, 30(2), 88-96. (In Farsi)
Mohammadi, T., & Teleblou, R. (2010). Dynamics of Inflation and Inflation Uncertainty Using ARFIMA- GARCH Model. Economics Research, 10(36), 137-170. (In Farsi)
Nasrollahi, Z., Jalali, O., Hatefi Madjumerd, M. (2017). Multiple Bubbles of the Gold Market: Origination, Explosion and Complete Deletion. Journal of Econometric Modelling, 2(1), 81-111. (In Farsi)
Phillips P.C.B, Shi S-P Yu. J., (2012). “Testing for Multiple Bubbles, Cowles Foundation for Research in Economics”, Yale University, Paper No: 1843.
Phillips, P. C., Wu, Y., & Yu, J. (2011). Explosive behavior in the 1990s Nasdaq: When did exuberance escalate asset values?. International economic review, 52(1), 201-226.
Qu, Z. (2011). A test against spurious long memory. Journal of Business & Economic Statistics, 29(3), 423-438.
Rasekhi, S,. Shahrazi, M,. Elmi, Z,. (2016). Detecting the Price Bubbles Periods: A Case Study of Tehran Stock Exchange Market. Quarterly Journal of Quantitative Economics, 13(3), 25-55. (In Farsi)
Sadeghi Sharif, S. J., Osoolian, M., & Afsharian, A. (2017). Tests of Multiple Explosive Bubbles Behavior in Tehran Stock Exchange and Real State Market in Iran. Journal of Asset Management and Financing, 5(4), 129-142. (In Farsi)
safamanesh, H., Keshavarz Haddad, G., Piraee, K., & Zare, H. (2019). Estimation of quality elasticity for different types of meat in food basket of iranian households. Economics Research, 19(73), 47-74. (In Farsi)
shayan zeinvand, A. Kardgar. R,. Abotaleb, K (2015). A Study of the effects of asymmetry and long-run memory in volatility between the exchange rate and stock price returns in iran. Quarterly Journal of Quantitative Economics, 12(2), 23-55. (In Farsi)
Shokoohi, Z., & Tarazkar, M. (2022). Meat Price Bubble in Iran: An Empirical Evidence from State‐Space Model. Journal of Agricultural Economics and Development, 36(2), 157-167. (In Farsi)
Tahmasebi, A., Moghadasi, R. (2010). Factors Affecting the Chicken Meat Marketing Margin in Iran. Agricultural Economics and Development, 18(3), 163-178. (In Farsi)
Tehranchian, A., Balounejad Nouri, R. (2016). Examining the persistence of real exchange rate misalignment in iran. Quarterly Journal of Applied Theories of Economics, 2(4), 1-22. (In Farsi)
Tian, F., Yang, K., & Chen, L. (2017). Realized volatility forecasting of agricultural commodity futures using long memory and regime switching. Journal of Forecasting, 36(4), 421-430.
Trevisan, L. R., & David, S. A. (2016). Some Comments On Fractionally Integration Processes Involving Two Agricultural Commodities. European Scientific Journal.
Wenger, K., Leschinski, C., & Sibbertsen, P. (2018). A simple test on structural change in long-memory time series. Economics Letters, 163, 90-94.
zomorodian, G., & Mahboubi, B. (2022). Long memory in four main cryptocurrencies. Financial Knowledge of Securities Analysis, 15(53), 1-13. (In Farsi)