https://www.risk.net/journal-of-risk-model-validation/5455781/the-validation-of-filtered-historical-value-at-risk-models
In this paper, the authors examine the problem of validating and calibrating FHS VaR models, focussing in particular on the Hull and White (1998) approach with
value at riskvalidationfilteredhistoricalmodels
https://jhr.usb.ac.ir/contacts?lang=en
Journal of Historical Researches of Iran and Islam, JHRIS, History of Iran, History of Islam, World History, Iran History, Historiography, University of Sistan
journalhistoricalresearchesiranislam