List of Articles peak over threshold

• Open Access Article
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  1 - Application of Extreme Value Theory in Value at Risk forecasting
  Hosein Falahtalab Mohammadreza Azizi
• Open Access Article
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  2 - 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
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  3 - Estimation of Value at Risk with Extreme Value Theory approach and using Stochastic Differential Equation
  Amir Shafiee reza raei Hossein Abdoh Tabrizi saeed falahpor
• Open Access Article
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  4 - Estimation Value at Risk using by combining approach Exteme Value Theory and CIPRA at Tehran stock Exchange
  Ehsan Atefi Meysam Rashidi Ranjbar