List of Articles Tail Risk

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  1 - Estimation of tail Risk measures in Tehran Stock Exchange Using Generalized Multi-Dimensional Autoregressive Ranking Approach (DMS-GAS)
  Seyed Ali Mousavi Sarhadi Hosein Izadi mojghan safa Mohammadreza pour Fakharan
• 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 - Tail risk on stock market: The role of market sentiment
  Azad Asadi mohsen Hashemi Gohar Roya Darabi Shadi Shahverdiani
• Open Access Article
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  4 - The effect of corporation cash holdings and financial crisis on the tail risk spillovers
  Effat Ahmadizadeh Habib Alah Amirbeyki Langaroudi
• Open Access Article
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  5 - Tail Risk and Excess Stock Returns: Evidence of Momentum and Idiosyncratic Risk Anomalies
  Mostafa Ramezani Sharif Abadi Saeid Aliahmadi Mehdi Aghabeikzadeh
  10.30495/fed.2024.709348
• Open Access Article
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  6 - 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