List of Articles Extreme Value Theory (EVT)

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Application of Extreme Value Theory in Value at Risk forecasting
  Hosein Falahtalab Mohammadreza Azizi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - Dependence structure and portfolio risk in Iran exchange market by using GARCH-EVT-Copula method
  Farhad Ghaffari sahar fathi