List of Articles backtesting

• Open Access Article
  • Abstract Page
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  1 - Estimating Conditional VaR Using Symmetric and Non-Symmetric Autoregressive Models in Old and Oil Markets
  Saeid Fallahpour Fatemeh Rezvani Mohammadreza Rahimi
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - A New Approach to Evaluate the Performance of Value-at-risk Estimators, Using Genetic Algorithms
  Seyed Ali Nabavi Chashmi Hamze Pourbabagol Ahmad Dadashpoor Omrani
• Open Access Article
  • Abstract Page
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  3 - 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
  • Abstract Page
  • Full-Text
  
  4 - Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange
  Ehsan Atefi Meysam Rashidi Ranjbar