Showing 1 - 3 results of 3 for search 'Hamed Tabasi', query time: 0.02s Refine Results
  1. 1
    Estimation of Expected Shortfall Based on Conditional Extreme Value Theory Using Multifractal Model and Intraday Data in Tehran Stock Exchange

    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
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    Article
  2. 2
    Investigating Stock Market Crashes Using Cusp Model: A Study on Tehran Stock Exchange

    Investigating Stock Market Crashes Using Cusp Model: A Study on Tehran Stock Exchange by Shapoor Mohammadi, Hamed Tabasi

    Published 2012-09-01
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    Article
  3. 3
    Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models

    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
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    Article

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