A new approach to Value-at-Risk: GARCH-TSLx model with inference
| dc.contributor.author | Emrah Altun | |
| dc.date.accessioned | 2023-02-10T12:55:39Z | |
| dc.date.available | 2023-02-10T12:55:39Z | |
| dc.date.issued | 2020 | |
| dc.identifier | 10.1080/03610918.2018.1535069 | |
| dc.identifier.issn | 1532-4141 | |
| dc.identifier.uri | https://dx.doi.org/10.1080/03610918.2018.1535069 | |
| dc.identifier.uri | http://hdl.handle.net/11772/12283 | |
| dc.source | COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | |
| dc.subject | Modeling and Simulation | |
| dc.title | A new approach to Value-at-Risk: GARCH-TSLx model with inference | |
| dc.type | Article | |
| dc.identifier.volume | 49 | |
| dc.identifier.issue | 12 |
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