BUBERKOKU, O. Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?. International Journal of Energy Economics and Policy, [S. l.], v. 9, n. 2, p. 199–215, 2019. Disponível em: https://www.econjournals.com/index.php/ijeep/article/view/7253. Acesso em: 27 apr. 2024.