Investigation of Efficiency of Stochastic Differential Equations Driven by Levy Process in Modeling of Exchange Rate Volatility (COGARCH Approach)

Volume 8, Issue 32, January 2020, Pages 81-101

10.22084/aes.2019.19871.2928

Meysam Rafei; mahboobe karimi shushtari

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Estimation of Value-at-Risk using the bootstrap resampling method (A case study of the Tehran stock exchange)

Volume 1, Issue 1, August 2012, Pages 137-164

Rasoul Sajjad; Mahsa Gorji Gorji

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