@article{paperid:1050045, author = {Salehi, Mahdi and Mohammad Zamani}, title = {Market Risk Recognition by Different Models in Listed Banks of Tehran Stock Exchange and OTC}, journal = {Money and Economy}, year = {2015}, volume = {9}, number = {1}, month = {October}, issn = {1735-1057}, pages = {147--175}, numpages = {28}, keywords = {Market risk; Value at risk; GARCH model; Monte Carlo method; Historical simulation; TSP method}, }