@article{
  author = {Yehea Nemer, Ali, Damankeshideh,  Marjan, Nessabian, Shahriar, Keyghobadi, Amirreza},
  title = {Estimating VaR and CoVaR by Using Neural Network Quantile Regression in Iranian Stock Indices},
  journal = {Advances in Mathematical Finance and Applications},
  year = {2025},
  volume = {11},
  number = {1},
  pages = {1-16},
  doi = { https://doi.org/10.71716/amfa.2026.61199776}
}