@article{
  author = {Kashi, Mansour, Hosseyni, S. Hassan, niyazkhani, A. Sadat, Abdollahi, S. Amin},
  title = {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},
  journal = {Financial Engineering and Portfolio Management},
  year = {2016},
  volume = {7},
  issue = {29},
  pages = {1-24},
  doi = {},
  url = {https://sanad.iau.ir/fa/Article/1079256}
}