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Estimation of value at risk of return in Tehran Stock Exchange using wavelet analysis
Financial companies are constantly exposed to the dangers of risk. In the last few years for various reasons, measuring value at risk (VaR) has become increasingly important for financial firms. The study of multiple measures of risk<em>,</em> VaR measure with a new approach provides the...
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| Main Authors: | , , , |
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| Formato: | Artigo |
| Idioma: | Persa |
| Publicado em: |
University of Tehran
2015-03-01
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| Colecção: | تحقیقات مالی |
| Assuntos: | |
| Acesso em linha: | https://jfr.ut.ac.ir/article_52008_166e3c6fb95c5dcef2ae75d403bf7150.pdf |
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