BALIBEY, M.; TURKYILMAZ, S. Value-at-Risk Analysis in the Presence of Asymmetry and Long Memory: The Case of Turkish Stock Market. International Journal of Economics and Financial Issues, [S. l.], v. 4, n. 4, p. 836–848, 2014. Disponível em: https://www.econjournals.com/index.php/ijefi/article/view/928. Acesso em: 30 sep. 2022.