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Do long-memory GARCH-type-value-at-risk models outperform none-and semi-parametric value-at-risk models?

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Title: 

Do long-memory GARCH-type-value-at-risk models outperform none-and semi-parametric value-at-risk models? PDF Logo

Journal: 
International Journal of Energy Economics and Policy
Authors: 
Buberkoku, Onder
e-ISSN: 
2146-4553
Document Type: 
Article
Year of Publication: 
2019
Persistent Identifier of the first edition: 
doi:10.32479/ijeep.7253
Language: 
English (eng)
Citation: 
Buberkoku, Onder (2019). Do long-memory GARCH-type-value-at-risk models outperform none-and semi-parametric value-at-risk models?. In: International Journal of Energy Economics and Policy 9 (2), S. 199 - 215.
doi:10.32479/ijeep.7253.
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International journal of energy economics and policy (IJEEP)

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1 image of flag of China China 1 50.00%
2 image of flag of Taiwan Taiwan 1 50.00%
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