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  Estimation of Value at Risk (VaR) Based On Lévy-GARCH Models: Evidence from Tehran Stock Exchange

  Corresponding Author : Amiri، Hossein ؛ Writer : Najafi Nejad، Mahmood ؛ Mousavi، Seyede Mohadese ؛

  Journal:Money and Economy»Spring 2021, Volume 16 - Number 2 ، ب (Ministry of Science/ISC (‎22 page(s) - From 165 to 186 )

  Keywords:GARCH modelValue at Risk (VaR)Lévy DistributionRisk Management.

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