Financial Research Journal - Articles List

Author = Nourahmadii, Marziyeh

Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange

Volume 18, Issue 3, March 2016, Pages 437-460

10.22059/jfr.2016.62450

Alireza Saranj; Marziyeh Nourahmadii

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