Keywords = Value at risk
Tehran Stock Exchange Underreaction Following Extreme Market Events

Volume 22, Issue 4, 2021, Pages 521-541

10.22059/frj.2020.293198.1006957

Morteza Talebi; Mohammad Ebrahim Aghababaei; Mahdi Saeidi Koosha


Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis

Volume 17, Issue 1, April 2015, Pages 59-82

10.22059/jfr.2015.52008

Mojtaba Rostami Noroozabad; Abdonaser Shojaei; Mohsen Khezri; Saman Rahmani Noorozabad


Using MGARCH to Estimate Value at Risk

Volume 15, Issue 2, November 2013, Pages 215-228

10.22059/jfr.2013.51078

Mohammad Reza Rostami; Fatemeh Haqiqi