List of Articles فراتر از آستانه Open Access Article Abstract Page Full-Text 1 - Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange Eisa Mahmoudi Najme Dehqani Hojjatollah Sadeqi Open Access Article Abstract Page Full-Text 2 - Studying the correlation structure of risk measures Mohammad Ali Rastegar Mohammad Ali Amzajerdi Open Access Article Abstract Page Full-Text 3 - Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR) Ehsan Mohammadian Amiri Ehan Atefi Seyed Babak Ebrahimi Open Access Article Abstract Page Full-Text 4 - Application of Extreme Value Theory in Value at Risk forecasting Hosein Falahtalab Mohammadreza Azizi Open Access Article Abstract Page Full-Text 5 - Evaluating Extreme Dependence between Tehran security exchange and international Stock Markets Using multivariate Extreme Value Theory (MEVT) Shahram Babalooyan Hashem Nikoomaram Hamid Raza Vakilifard Fraydoon Rahnamay Roodposhty Open Access Article Abstract Page Full-Text 6 - مقایسه ارزش در معرض ریسک سهام تهران با بازارهای سهام بین المللی با استفاده از نظریه ارزش فرین شرطی شهرام بابا لویان هاشم نیکو مرام حمیدرضا وکیلی فرد فریدون رهنمای رود پشتی 20.1001.1.25383833.1399.14.52.3.3) Open Access Article Abstract Page Full-Text 7 - Statistical ranking of different VaR and ES models by using Model Confidence Set approach for the banking industry: With an emphasis on Conditional Extreme Value Theory Alireza Saranj marziyeh nourahmadi Open Access Article Abstract Page Full-Text 8 - Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation Amir Shafiee reza raei Hossein Abdoh Tabrizi saeed falahpor Open Access Article Abstract Page Full-Text 9 - Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange Ehsan Atefi Meysam Rashidi Ranjbar
