Do long-memory GARCH-type-VaR models outperform none- and semi-parametric VaR models?

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Büberkökü Ö.

International Journal of Energy Economics and Policy, vol.9, pp.199-215, 2019 (Scopus)

• Publication Type: Article / Article
• Volume: 9
• Publication Date: 2019
• Journal Name: International Journal of Energy Economics and Policy
• Journal Indexes: Scopus
• Page Numbers: pp.199-215
• Van Yüzüncü Yıl University Affiliated: Yes