%0 Journal Article
%A barati, leila, falahshams, mirfeiz, ghafari, farhad, Heidarzadehhanzaee, Alireza
%T The pervasive risk of the financial crisis in the Iranian banking system with the ARFIMA-FIGARCH-Delta CoVaR approach and the expected marginal Shortfall
%J Financial Engineering and Portfolio Management
%V 11
%N 45
%P 587-611
%D 2020
%R 
%U https://sanad.iau.ir/fa/Article/1078503