برآورد ارزش در معرض خطر با درنظرگرفتن چولگی و کشیدگی متغیر با زمان

اسلامی بیدگلی غلامرضا و همکاران (1392). محاسبة ارزش در معرض خطر قیمت سبد نفتی اوپک با استفاده از مدل‌های حافظة بلندمدت گارچ، مطالعات‏ اقتصادانرژی‏، 39، 1 ـ 19.

کشاورز حداد غلامرضا و صمدی، باقر (1388). برآورد و پیش‌بینی تلاطم بازدهی در بازار سهام تهران و مقایسة دقت روش‌ها در تخمین ارزش در معرض خطر:  کاربردی از مدل‌های خانوادةFIGARCH ، تحقیقاتاقتصادی، 86، 193 ـ 235.

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