Buberkoku, Onder. “Examining the Value-at-Risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities”. International Journal of Economics and Financial Issues 8, no. 3 (May 6, 2018): 36–50. Accessed December 26, 2024. https://mail.econjournals.com/index.php/ijefi/article/view/6329.