Skip to main content

VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT Cover

.blurhash-client-img { display: none !important; }

VALUE AT RISK ESTIMATION USING MARKOV-SWITCHING GARCH-EVT (POT) MODEL: A GEOPOLITICAL RISK PERSPECTIVE FROM THE IRAN-ISRAEL CONFLICT

Volume 14 (2026): Issue 1 (March 2026)

By: Darmanto Darmanto, Isnani Darti, Suci Astutik and Nurjannah Nurjannah

Open Access

|Mar 2026

Articles in this issue

DOI: https://doi.org/10.2478/eoik-2026-0015 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005

Journal RSS Feed

Language: English

Published on: Mar 1, 2026

Published by: Oikos Institut d.o.o.

In partnership with: Paradigm Publishing Services

Publication frequency: 3 issues per year

Keywords:

Extreme Value Theory (EVT), Geopolitical Risk, Iran-Israel Conflict, Markov-Switching GARCH, Regime-Switching, Stock Market Volatility, Value at Risk (VaR)

Related subjects:

Business and economics,

Political economics,

Economic theory, systems and structures,

Microeconomics,

Macroeconomics,

Public finance and fiscal theory

© 2026 Darmanto Darmanto, Isnani Darti, Suci Astutik, Nurjannah Nurjannah, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 14 (2026): Issue 1 (March 2026)

Previous article