Journal of Asset Management and Financing - Articles List

Keywords = Filtered Historical Simulation (FHS)

Estimation of Value-at-Risk (VaR) through Filtered Historical Simulation (FHS) and Analysis of Risk Spillover in Tehran Stock Exchange (TSE): Evidence from the Groups of Chemical Products and Banks & Credit Institutions

Volume 10, Issue 2, July 2022, Pages 53-80

10.22108/amf.2022.129512.1678

Reza Foroutan; Reza Ramezanian; Majid Mirzaee

Journal of Asset Management and Financing

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