Market Risk Recognition by Different Models in Listed Banks of Tehran Stock Exchange and OTC
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More about this item
Keywords
Market risk; Value at risk; GARCH model; Monte Carlo method; Historical simulation; TSP method;All these keywords.
JEL classification:
- E5 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- J21 - Labor and Demographic Economics - - Demand and Supply of Labor - - - Labor Force and Employment, Size, and Structure
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