TY  - JOUR
AU  - Kashi, Mansour
AU  - Hosseyni, S. Hassan
AU  - niyazkhani, A. Sadat
AU  - Abdollahi, S. Amin
TI  - VaR modeling and back testing of short and long positions according to in Sample and out of Sample: application of family models Fractionally Integrated GARCH
JO  - Financial Engineering and Portfolio Management
VL  - 7
IS  - 29
SP  - 1
EP  - 24
PY  - 2016
DO  - 
ER  -