new economy and trad - Articles List

Keywords = Financial Risks؛ Value at Risk؛ heterogeneous autoregressive quarticity (HARQ) model؛ extreme value theory (EVT) JEL Classification: G32

Approximation of the VaR by combination of HARQ model and extreme value theory in Tehran Stock Exchange

Volume 18, Issue 58, April 2023, Pages 93-120

10.30465/jnet.2023.39132.1817

Amir Sadeghi; Mehran Khalaj

new economy and trad

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