List of Articles (VAR)

• Open Access Article
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  1 - Assessment and Presentation of a Proper Paradigm to Identify, Measure, and Control Financial Risks in Financial and Credit Institutions (Case Study of Mellat Bank)
  M. Taghavi M. Khodaei Valahzaghard
• Open Access Article
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  2 - Estimating Portfolio Market Risk Based on Value at Risk (VaR)
  M. Khalili Araghi S. Hashemi
• Open Access Article
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  3 - Survey on the Fisibility of Substitution Catastrophe Securitization and Current Reinsurance in Iranian Insurance Industry
  Kambiz Peykarjou hanieh davodi
• Open Access Article
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  4 - Deviation from normal distribution and its impact on the differential value at risk
  Hojatollah Sadeghi Samaneh Dehghan Menshadi
• Open Access Article
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  5 - Comparing the Frechet Distribution and the Generalized Pareto Distribution in Estimating Value at Risk and Conditional Value at Risk in Tehran Stock Exchange
  Azadeh Meharani Ali Najafi moghadam Ali Baghani
• Open Access Article
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  6 - مقایسه تطبیقی آثار شوکهای مالی دولت بر رشداقتصادی دراقتصاد ایران و کشورهای منتخب منا
  مهناز حسین پور کامبیز هژبر کیانی فاطمه زندی علی دهقانی خلیل سعیدی
• Open Access Article
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  7 - Variables affecting the volatility of Tehran Stock Exchange Price Index (TEPIX)
  عزت اله عباسیان سامان فلاحی حبیب سهیلی احمدی
• Open Access Article
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  8 - The effect of oil price increase; on employment in the industrial sector
  نادر مهرگان محمود حقانی سالار عبدالهی حقی
• Open Access Article
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  9 - Investigation the Effects of Macroeconomic Indices on Stock Returns with a Lag
  دکتر زهرا پورزمانی دکتر علی روحی کیوان مام حمه
• Open Access Article
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  10 - Investigating the interactions of inequality income, employment and economic growth
  Mohammad Reza Radfar Gholamreza Zomorodiyan Masoud Karimkhani
• Open Access Article
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  11 - Evaluation of multivariate GARCH models in estimating the Values at Risk (VaR) of currency, stock and gold markets
  abdollah rajabi khanghah Hashem Nikoomaram Mehdi Taghavi Mirfeiz Fallah Shams
• Open Access Article
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  12 - Investing in the oil and gas industry using estimates of crude oil and natural gas consumption in Iran by VECM model
  vahid rajabian reza taleblo hamidreza arbab
• Open Access Article
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  13 - Investigation the Un-Suretunetly of Exchange Rate On Index Price & Level of Investment In Tehran Stock Index (Using VAR and GARCH Models)
  M. Hossein Ranjbar M. Feiz Fallah Shams Rouhollah Rezazadeh
• Open Access Article
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  14 - A novel Meta-Heuristic method for solving an extended Markowitz Mean–Variance portfolio selection model
  Gholamreza Eslami Bidgoli Ehsan Tayebi Sani
• Open Access Article
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  15 - Estimation of Value at Risk by using Extreme Value Theory
  Rasoul Sajjad Shohreh Hedayati Sharareh Hedayati
• Open Access Article
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  16 - Application of Extreme Value Theory in Value at Risk forecasting
  Hosein Falahtalab Mohammadreza Azizi
• Open Access Article
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  17 - Comparing Between Multivariate Volatility Models in Estimation of Exchange Rate and Stock Index Relationship
  Hosein Abbasinejad Shapour Mohammadi Sajad Ebrahimi
• Open Access Article
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  18 - Multivariate GARCH models". Journal of business and economic statistic Value at Risk and Spillover effect estimate using MGARCH
  Mohammadreza Rostami Sahar Farahmand
• Open Access Article
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  19 - Estimation of portfolio efficient frontier by different measures of risk via ‎DEA
  M. Sanei S. ‎Banihashemi‎ M. ‎Kaveh‎
• Open Access Article
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  20 - بررسی تأثیر هزینه های رفاه اجتماعی و آموزش و پرورش دولت بر سرمایه گذاری بخش خصوصی
  سیامک شکوهی فرد علی سلمانپور زنوز
• Open Access Article
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  21 - The Relationship between Economic Instability with Economic and Social Development in Iran
  Mohammad Reza Nahidi Amirkhiz
• Open Access Article
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  22 - Impact of the Government Expenditure on Private Consumption and Investment in VAR and FAVAR Model
  mansour khalili araghi Hassan Sharifi
• Open Access Article
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  23 - The Effect of Targeted Subsidy on Demand Rate of Urban Water in Qom City
  Farkhondeh jebel ameli Yazdan Goodarzi Farahani
• Open Access Article
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  24 - The Impact of Implementing Privatization Program in Tehran Stock Exchange Price Index (TEPIX)
  Sohaila Khoshnevis Yazdi Ibrahim Khush Ghamat
• Open Access Article
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  25 - Examining the Interdependence Structure of Iran's Stock Market and MENA Countries
  Seyed Mohammad Reza Khatami Gholam Reza Zomorodian Mir Feiz Fallah Shams Layalestani Mehrzad Minouei
  10.30495/fed.2023.698852
• Open Access Article
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  26 - بررسی اثر نا اطمینانی نرخ ارز بر شاخص قیمت سهام و میزان سرمایه‌گذاری در بورس اوراق بهادار تهران (با استفاده از مدلهای GARCH و VAR)
  محمدحسین رنجبر میر فیض فلاح شمس روح اله رضا زاده
• Open Access Article
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  27 - Assessing the Transparency of Selected Private Banks' Information Based on Risk Criteria (Value At Risk)
  Hossein Abdo Tabrizi reza tehrani Ghodratolla Imam Verdi Saeed Fallahpour Ali Baghani
  10.30495/faar.2022.697084
• Open Access Article
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  28 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi
• Open Access Article
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  29 - Estimation value at risk (VAR) and conditional value at risk (CoVaR) at Tehran Stock Exchange by approach to using Fréchet distribution (FD)
  Azadeh Meharani Ali Najafi moghadam Ali baghani
• Open Access Article
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  30 - 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
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  31 - مدیریت ریسک سبد با استفاده از مدلهای تجدید نظر شده ارزش در معرض ریسک (VaR)
  فریدون رهنمای رودپشتی مسعود ملائی
• Open Access Article
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  32 - بهینه سازی سبدسرمایه گذاری بر اساس ارزش در معرض ریسک
  غلامرضا اسلامی بیدگلی احسان طیبی ثانی
• Open Access Article
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  33 - Optimizing Portfolio through Extreme Value Theory in Tehran Stock Exchange
  Afsaneh Sina Mirfeiz Fallahshams
• Open Access Article
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  34 - Investigating the Value at Risk of Gold Coin Future Market through Wavelet Analysis Approach
  Mohammad Hamed Khan Mohammadi mehrnoosh ebrahimi
• Open Access Article
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  35 - Determine the optimal portfolio weights var-stock approach And compare it with the Markowitz model
  sayyedmohammadmahdi ahmadi hasan lotfi vali rajabi
• Open Access Article
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  36 - The Impact of Government Size on the Resistance Economics Index of Iran: Vector Autoregressive (VAR) Approach
  Ali Shahinpour Hassan Abbasi
• Open Access Article
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  37 - The Impact of Oil Price Fluctuation on the Price of Agricultural Products in Iran
  babak esmaeili Shahriar Nasabian Seyed Nematollah Mosavi marjan damankeshideh ali akbar khosravi nejad
  10.30495/jae.2022.29646.2310
• Open Access Article
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  38 - The Effect of Energy Carrier Shocks on Agricultural Products
  fateme mojtahedi Tahereh Ranjbar Malekshah
  10.30495/jae.2023.28552.2269