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VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT
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| Published in: | Economics : Journal for Economic Theory and Analysis |
|---|---|
| Format: | Online Article RSS Article |
| Published: |
2026
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| Subjects: | |
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| _version_ | 1864030191159869444 |
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| collection | WordPress RSS FRELIP Feed Integration |
| container_title | Economics : Journal for Economic Theory and Analysis |
| description | |
| discipline_display | Social Sciences |
| discipline_facet | Social Sciences |
| format | Online Article RSS Article |
| genre | Journal Article |
| id | rss_article:31504 |
| institution | FRELIP |
| journal_source_facet | Economics : Journal for Economic Theory and Analysis |
| publishDate | 2026 |
| publishDateSort | 2026 |
| record_format | rss_article |
| spellingShingle | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT — — — — — Economic Sciences General Economics Social Sciences |
| sub_discipline_display | Economics |
| sub_discipline_facet | Economics |
| subject_display | — — — — — Economic Sciences General Economics Social Sciences — — — — — Economic Sciences General Economics Social Sciences |
| subject_facet | — — — — — Economic Sciences General Economics Social Sciences |
| title | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT |
| title_auth | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT |
| title_full | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT |
| title_fullStr | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT |
| title_full_unstemmed | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT |
| title_short | VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT |
| title_sort | value at risk estimation using markov-switching garch-evt (pot) model: a geopolitical risk perspective from the iran-israel conflict |
| topic | — — — — — Economic Sciences General Economics Social Sciences |
| url | https://sciendo.com/article/10.2478/eoik-2026-0015 |