Author = Pouyanfar, Ahmad
Number of Articles: 2
Intraday Value at Risk Estimation Based on an Asymmetric Autoregressive Conditional Duration Approach

Volume 2, Issue 3, September 2017, Pages 278-296

Ahmad Pouyanfar; ali damerloo abhari

Intraday Value at Risk Estimation with EVT-COPULA Approach

Volume 1, Issue 2, December 2016, Pages 129-144

Ahmad Pouyanfar; Seyyed Hamid Mousavi

Journal of Risk modeling and Financial Engineering

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