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Journal: Adm. Sci., 2019
Volume: 9
Number: 40

Article: Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models
Authors: by Hamed Tabasi, Vahidreza Yousefi, Jolanta Tamošaitienė and Foroogh Ghasemi
Link: https://www.mdpi.com/2076-3387/9/2/40

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