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

Buberkoku, Onder

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/3173

Title:

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

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.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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