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~accessRights:"free"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Volatilität"
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1999-2007
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International journal of economics and financial issues : IJEFI
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1
Examining the
value-at-risk
performance of fractionally integrated GARCH models : evidence from energy commodities
Buberkoku, Onder
- In:
International journal of economics and financial issues …
8
(
2018
)
3
,
pp. 36-50
Persistent link: https://www.econbiz.de/10011978920
Saved in:
2
Asymmetric GARCH
value-at-risk
over MSCI in financial crisis
Huang, Han-Ching
;
Su, Yong-chern
;
Tsui, Jen-Tien
- In:
International journal of economics and financial issues …
5
(
2015
)
2
,
pp. 390-398
Persistent link: https://www.econbiz.de/10011453527
Saved in:
3
Retailer
value-at-risk
in interconnected power markets : an Australian empirical analysis
Handika, Rangga
;
Triandaru, Sigit
- In:
International journal of economics and financial issues …
6
(
2016
)
6
,
pp. 6-9
Persistent link: https://www.econbiz.de/10011782375
Saved in:
4
Measuring liquidity risk in an emerging market : liquidity adjusted
value
at
risk
approach for high frequency data
Emna, Rouetbi
;
Chokri, Mamoghli
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10010519731
Saved in:
5
Value-at-Risk
analysis in the presence of asymmetry and long memory : the case of Turkish Stock Market
Balibey, Mesut
;
Turkyilmaz, Serpil
- In:
International journal of economics and financial issues …
4
(
2014
)
4
,
pp. 836-848
Persistent link: https://www.econbiz.de/10010528502
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