Volume 20 (2023)
Volume 19 (2022)
Volume 18 (2021)
Volume 17 (2020)
Volume 16 (2019)
Volume 15 (2018-2019)
Volume 14 (2017-2018)
Volume 13 (2015-2016)
Volume 12 (2015-2016)
Volume 11 (2014-2015)
Volume 10 (2013-2014)
Volume 9 (2012-2013)
Volume 8 (2011-2012)
Volume 7 (2010-2011)
Volume 6 (2009-2010)
Keywords = Value at Risk
Number of Articles: 3
PREDICTING VALUE AT RISK: AN ARTIFICIAL INTELLIGENCE APPROACH
Articles in Press, Accepted Manuscript, Available Online from 19 March 2021
Comparison of GARCH Family Models in Estimating Value at Risk and Conditional Value at Risk on the Tehran Stock Exchange
Volume 19, Issue 4, March 2023, Pages 43-78
Development of a new model to measure the market risk of the food and pharmaceutical industries index by using GARCH- Markov Consolidated models
Volume 11, Issue 4, October 2015, Pages 79-111