Modeling Value at Risk of Futures Contract of Bahar Azadi Gold Coin with Considering the Historical Memory in Observations Application of FIAPARCH-CHUNG Models
Objective: Value-at-Risk (VaR) is a standard tool for measuring potential risk of economic losses in financial markets, thus it is largely used in controlling and predicting a wide variety of risks such as market, credit, and financial risks. Method: Applying criteria information, this study shows t...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
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University of Isfahan
2020-03-01
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| Series: | Journal of Asset Management and Financing |
| Subjects: | |
| Online Access: | https://amf.ui.ac.ir/article_23828_81700a5cdbe048fabeab12acf8a13876.pdf |