اندازه‌‌گیری ریسک سبد سهام با در نظر گرفتن هم‌بستگی نامتقارن دنباله‌ای در بورس اوراق بهادار تهران

راغفر، حسین؛ آجورلو، نرجس (1395). برآورد ارزش در معرض خطر پرتفوی ارزی یک بانک نمونه با روش GARCH-EVT-Copula . پژوهش‎های اقتصادی ایران، 21(67)، 113-141.

فلاح پور، سعید؛ احمدی، احسان (1393). تخمین ارزش در معرض ریسک پرتفوی نفت و طلا با بهره‎مندی از روش کاپیولا‌ـ گارچ. تحقیقات مالی، 16(2)، 309-326.

کشاورز حداد، غلامرضا؛ حیرانی، مهرداد (1393). برآورد ارزش در معرض ریسک با وجود ساختار وابستگی بین بازدهی‏های مالی: رهیافت مبتنی بر توابع کاپولا. تحقیقات اقتصادی، 49(4)، 869-902.

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