Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market
Year of publication: |
2014
|
---|---|
Authors: | BALLIBEY, Mesut ; TÜRKYILMAZ, Serpil |
Published in: |
International Journal of Economics and Financial Issues. - Econjournals. - Vol. 4.2014, 4, p. 836-848
|
Publisher: |
Econjournals |
Subject: | Value-at-Risk | FIAPARCH Model | Long Memory | Volatility |
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