List of Articles Peak over Threshold Approach

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - 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
  
  2 - Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation
  Amir Shafiee reza raei Hossein Abdoh Tabrizi saeed falahpor