Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange

by Saeed Fallahpour, Hamed Tabasi
Published 2020-05-01

Project Portfolio Construction Using Extreme Value Theory

by Jolanta Tamošaitienė, Vahidreza Yousefi, Hamed Tabasi
Published 2021-01-01

Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models

by Hamed Tabasi, Vahidreza Yousefi, Jolanta Tamošaitienė, Foroogh Ghasemi
Published 2019-05-01