The value-at-risk model in evaluating the performance of GARCH models: an application to the ISE100, Financial, Industrials, and Services indices

Büberkökü Ö.

İktisat İşletme Ve Finans, vol.28, pp.81-104, 2013 (SSCI)

  • Publication Type: Article / Article
  • Volume: 28
  • Publication Date: 2013
  • Journal Name: İktisat İşletme Ve Finans
  • Journal Indexes: Social Sciences Citation Index (SSCI)
  • Page Numbers: pp.81-104
  • Van Yüzüncü Yıl University Affiliated: Yes