the purpose of this study is estimation of daily value at risk (var) for total index of tehran stock exchange using parametric, nonparametric and semi-parametric approaches. conditional and unconditional coverage backtesting are used for evaluating the accuracy of calculated var and also to compare the performance of mentioned approaches. in most cases, based on backtesting statistics results, ...

This research presents temperature distribution and thermal strain of functionally graded material cylinders with varying thickness and temperature-dependency properties that are subjected to heat fluxes in their inner and outer layers. The heterogeneous distribution of properties is modeled as a power function. Using first-order temperature theory and the energy method, governing equations are...

Dear Editor-in-Chief On January 28, the city of Khoy (the northwest of Iran) was struck by a strong earthquake with a magnitude of 5.9 on the Richter scale at 21:44:44 and a depth of 7 km, X: 45.01 and Y: 38.05 (1). This earthquake occurred 117 kilometers from Urmia, the capital of the West Azerbaijan Province. Over 370,000 people were affected by this earthquake, which resulted in three death...

This paper provides a generic equation for the evaluation of the maximum earthquake magnitude mmax for a given seismogenic zone or entire region. The equation is capable of generating solutions in different forms, depending on the assumptions of the statistical distribution model and/or the available information regarding past seismicity. It includes the cases (i) when earthquake magnitudes are...