List of Articles ریزش مورد انتظار Open Access Article Abstract Page Full-Text 1 - Investigating different methods of estimating tail risk measures with generalized Pareto distribution in Tehran stock exchange Eisa Mahmoudi Najme Dehqani Hojjatollah Sadeqi Open Access Article Abstract Page Full-Text 2 - Prediction Stock Volatility and Probability Extreme Return felor ghorashi ghodratollah emamverdi Sayedeh Mahboubeh Jafari Ali Baghani Yadollah NouriFard Open Access Article Abstract Page Full-Text 3 - مقایسه ارزش در معرض ریسک سهام تهران با بازارهای سهام بین المللی با استفاده از نظریه ارزش فرین شرطی شهرام بابا لویان هاشم نیکو مرام حمیدرضا وکیلی فرد فریدون رهنمای رود پشتی 20.1001.1.25383833.1399.14.52.3.3) Open Access Article Abstract Page Full-Text 4 - Tail Risk Analysis Using realized measure and Dynamic Asymmetric Laplace Models in Tehran Stock Exchange esmail mohammadi salari Mohammad Reza Rostami Reza Gholami Jamkarani Mojganm safa Open Access Article Abstract Page Full-Text 5 - Portfolio Optimization Using the Whale Algorithm with Expected Shortfall as the Measure of Risk saeed fallahpour sepehr asefi sima fallahtafti MohammadReza Bagherikazemabad Open Access Article Abstract Page Full-Text 6 - Statistical ranking of different VaR and ES models by using Model Confidence Set approach for the banking industry: With an emphasis on Conditional Extreme Value Theory Alireza Saranj marziyeh nourahmadi Open Access Article Abstract Page Full-Text 7 - VAR and ES calculation based on the Extreme Value Theory (block maxima and GPD): Evidence from Tehran Stock Exchange (TSE) Mansour Kashi S. Hassan Hoseini mohammad Mousa Ghaliliou saeed Golkarian Arani Open Access Article Abstract Page Full-Text 8 - Dynamic multi-scale expected shortfall in Tehran Stock Exchange: a spectral decomposition of tail risk across time horizons Seyed Ali Mousavi Sarhadi Hosein Izadi Mojgan Safa Mohammadreza Pourfakharan 10.30495/afi.2023.1967573.1154
