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  Market Risk Recognition by Different Models in Listed Banks of Tehran Stock Exchange and OTC

  Writer : Salehi، Mahdi ؛ Zamani، Mohammad ؛

  Journal:Money and Economy»Winter 2014, Volume 9 - Number 1 Ranking Science-Research (Ministry of Science/ISC (‎30 page(s) - From 147 to 176 )

  Keywords:Value at RiskGARCH modelMarket riskMonte Carlo methodHistorical simulationTSP methodMonte CarloARCHGARCH

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