Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities

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Büberkökü Ö.

International Journal of Economics and Financial Issues, vol.8, pp.36-54, 2018 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 8
• Publication Date: 2018
• Journal Name: International Journal of Economics and Financial Issues
• Journal Indexes: IBZ Online, ABI/INFORM, EconLit, Directory of Open Access Journals
• Page Numbers: pp.36-54
• Van Yüzüncü Yıl University Affiliated: Yes