List of Articles Value at Risk (VaR) Open Access Article Abstract Page Full-Text 1 - Assessment and Presentation of a Proper Paradigm to Identify, Measure, and Control Financial Risks in Financial and Credit Institutions (Case Study of Mellat Bank) M. Taghavi M. Khodaei Valahzaghard Open Access Article Abstract Page Full-Text 2 - Estimating Portfolio Market Risk Based on Value at Risk (VaR) M. Khalili Araghi S. Hashemi Open Access Article Abstract Page Full-Text 3 - Survey on the Fisibility of Substitution Catastrophe Securitization and Current Reinsurance in Iranian Insurance Industry Kambiz Peykarjou hanieh davodi Open Access Article Abstract Page Full-Text 4 - Deviation from normal distribution and its impact on the differential value at risk Hojatollah Sadeghi Samaneh Dehghan Menshadi Open Access Article Abstract Page Full-Text 5 - Evaluation of multivariate GARCH models in estimating the Values at Risk (VaR) of currency, stock and gold markets abdollah rajabi khanghah Hashem Nikoomaram Mehdi Taghavi Mirfeiz Fallah Shams Open Access Article Abstract Page Full-Text 6 - Estimation of Value at Risk by using Extreme Value Theory Rasoul Sajjad Shohreh Hedayati Sharareh Hedayati Open Access Article Abstract Page Full-Text 7 - Application of Extreme Value Theory in Value at Risk forecasting Hosein Falahtalab Mohammadreza Azizi Open Access Article Abstract Page Full-Text 8 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi Open Access Article Abstract Page Full-Text 9 - Multivariate GARCH models". Journal of business and economic statistic Value at Risk and Spillover effect estimate using MGARCH Mohammadreza Rostami Sahar Farahmand Open Access Article Abstract Page Full-Text 10 - Estimation of portfolio efficient frontier by different measures of risk via DEA M. Sanei S. ‎Banihashemi‎ M. ‎Kaveh‎ Open Access Article Abstract Page Full-Text 11 - Assessing the Transparency of Selected Private Banks' Information Based on Risk Criteria (Value At Risk) Hossein Abdo Tabrizi reza tehrani Ghodratolla Imam Verdi Saeed Fallahpour Ali Baghani 10.30495/faar.2022.697084 Open Access Article Abstract Page Full-Text 12 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method Farhad Ghaffari sahar fathi Open Access Article Abstract Page Full-Text 13 - Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange esmail mohammadi salari Mohammad Reza Rostami Reza Gholami Jamkarani Mojganm safa Open Access Article Abstract Page Full-Text 14 - Optimizing Portfolio through Extreme Value Theory in Tehran Stock Exchange Afsaneh Sina Mirfeiz Fallahshams Open Access Article Abstract Page Full-Text 15 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi
