List of Articles generalized extreme value dist

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  1 - 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
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  2 - Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD)
  Azadeh Meharani Ali Najafi moghadam Ali baghani
• Open Access Article
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  3 - Estimating Extreme downside risk premium using Extreme Value Theory Approach
  Maryam Davallou Mahdiyeh Dashti