List of Articles historical simulation

• Open Access Article
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  1 - 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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  2 - Calculating Tail Value at Risk Using a EGARCH-Extreme Learning Machine Model And The long-term forecast approach in the insurance industry
  reza raei Azam Honardoust ezzatolah abbasian
• Open Access Article
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  3 - Rating parametric and nonparametric methods for estimating the expected shortfall and value at risk
  Mohammadreza Rostami Alireza Saranj Zoha Savari
• Open Access Article
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  4 - Value at Risk Assessment in Tehran Stock Exchange using Non-parametric and parametric Approaches
  ebrahim ghanbari memeshi seyed ali nabavi chashmi erfan memarian
• Open Access Article
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  5 - Selection of the optimal method in calculating the value at risk of investment fund
  Ali Najafi moghadam