List of Articles Generalized Pareto

• 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 - Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange
  Azadeh Meharani Ali Najafi moghadam Ali Baghani
• Open Access Article
  • Abstract Page
  • Full-Text
  
  3 - Application of Copula and Simulated Returns in the Portfolio Optimization with Conditional Value-at-Risk (CVaR) in Tehran Stock Exchange (TSE)
  Esmaeil Lalegani Mostafa Zehtabian
• Open Access Article
  • Abstract Page
  • Full-Text
  
  4 - Extreme value frequency analysis of annual wind for grate Khorasan
  Farhad khamchin moghadam hojat Rezaee Parand Mahboobeh Farzandi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  5 - VAR and ES calculation based on the Extreme Value Theory (block maxima and GPD): Evidence from Tehran Stock Exchange (TSE)
  Mansour Kashi S. Hassan Hoseini mohammad Mousa Ghaliliou saeed Golkarian Arani