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• Najafi moghadam.Ali Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange [ Vol.14, Issue 50 - Summer Year 1400]
• najafi nezhad.mahmood Risk Measurement in Value at Risk (VaR): Application of Levy GARCH models (Study of Chemical industries in Tehran Stock Exchange) [ Vol.14, Issue 49 - Spring Year 1400]
• Nakhaei.Habibollah Testing the transmission of price fluctuations of physical assets to selected industries (Application of state space approach and ARDL model) [ Vol.14, Issue 49 - Spring Year 1400]
• nobakht.vahid Providing a model for tail risk estimation using extreme Value mixture models (Parametric, semi-parametric and non-parametric) [ Vol.14, Issue 51 - Autumn Year 1400]