List of Articles Extreme Value

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  1 - Portfolio selection with Lower tail dependence and Extreme value theory
  Said Falahpur Samine Feyzolah
• Open Access Article
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  2 - Providing a model for tail risk estimation using extreme Value mixture models (Parametric, semi-parametric and non-parametric)
  ali soori bahman esmaeili vahid nobakht
  10.30495/jfksa.2021.19253
• Open Access Article
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  3 - 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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  4 - Presenting of nonlinear hybrid model based on Extreme Value Theory for forecasting the Conditional Value at Risk (CVaR)
  Ehsan Mohammadian Amiri Ehan Atefi Seyed Babak Ebrahimi
• Open Access Article
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  5 - Assessing the Efficiency of the Value-at-Risk Index (VAR) using Extreme Value Theory in comparison with traditional risk assessment methods
  Mehrdokht Mozaffari Hashem Nikoomaram
• Open Access Article
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  6 - Temporal-Spatial Analysis of Rainfall Days Frequency Trend of Western Iran Regions
  شهاب شفیعی غلامعلی مظفری
• Open Access Article
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  7 - Investigating the Effect of Meteorological Parameters on Heavy Rainfall Events in Different Climates of Iran using Quantile Regression
  Sedigheh Bararkhanpour Ahmadi Mohammad Ali Gholami Sefidkouhi Mojtaba Khoshravesh
  10.30495/wsrcj.2022.68792.11317
• Open Access Article
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  8 - portfolio optimization based on modeling of dependence structure and extreme value theory
  mohamad safaei alireza saranj Mehdi Zolfaghari
• Open Access Article
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  9 - Portfolio VaR Modelling using EVT-Pair-Copulas Approach
  Ali Souri Saeed Falahpor Ali Foroush Bastani Ehsan Ahmadi
• Open Access Article
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  10 - Investment Portfolio Optimization of Insurance Companies with Copulas and Extreme Value Approach
  arash goodarzi reza Tehrani Ali souri
• Open Access Article
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  11 - Financial risk assessment based on Extreme Value Theory and instantaneous data of Tehran Stock Exchange Index
  Mehrdokht Mozaffari Hashem Nikoomaram
• Open Access Article
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  12 - Application of Extreme Value Theory in Value at Risk forecasting
  Hosein Falahtalab Mohammadreza Azizi
• Open Access Article
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  13 - Modeling volatility and conditional VaR measure using GARCH models and theoretical EVT in Tehran Stock Exchange
  Saeed Fallahpoor Reza Raee Saeed Mirzamohammadi seyed mohammad hasheminejad
• Open Access Article
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  14 - Extreme value frequency analysis of annual wind for grate Khorasan
  Farhad khamchin moghadam hojat Rezaee Parand Mahboobeh Farzandi
• Open Access Article
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  15 - Portfolio Optimization under Varying Market Risk Conditions: Copula Dependence and Marginal Value Approaches
  Jila Ahmadi Hasan Ghodrati Ghezaani Mehdi Madanchi Zaj Hossein Jabbari Aliakbar Farzinfar
  10.22034/amfa.2023.1967167.1797
• Open Access Article
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  16 - Investigating the Trend of Changes in Temperature extreme in Khuzestan Province
  Hedayat Allah hormozi Reza Borna Manijeh Zohourian
• Open Access Article
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  17 - 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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  18 - The assessment of extreme value theory and Copula - Garch models in prediction of value at risk and the expected short fall in portfolio Investment Company in Tehran stock exchange.
  ali alizadeh Mirfeiz Fallah
• Open Access Article
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  19 - 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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  20 - 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
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  21 - Estimating Extreme downside risk premium using Extreme Value Theory Approach
  Maryam Davallou Mahdiyeh Dashti
• Open Access Article
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  22 - Futures Contracts Margin Setting by CVaR Approach Based on Extreme Value Theory
  mirFeyz Fallahshams ali Saghafi alireza naserpoor
• Open Access Article
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  23 - 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
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  24 - Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation
  Amir Shafiee reza raei Hossein Abdoh Tabrizi saeed falahpor
• Open Access Article
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  25 - Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange
  Ehsan Atefi Meysam Rashidi Ranjbar