Saranj, A., Nourahmadii, M. (2016). Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange. , 18(3), 437-460. doi: 10.22059/jfr.2016.62450
Alireza Saranj; Marziyeh Nourahmadii. "Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange". , 18, 3, 2016, 437-460. doi: 10.22059/jfr.2016.62450
Saranj, A., Nourahmadii, M. (2016). 'Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange', , 18(3), pp. 437-460. doi: 10.22059/jfr.2016.62450
Saranj, A., Nourahmadii, M. Estimating of value at risk and expected shortfall by using conditional extreme value approach in Tehran Securities Exchange. , 2016; 18(3): 437-460. doi: 10.22059/jfr.2016.62450


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