Information Journal Paper
APA:
CopyMIKE, P.S., & YU, P.. (2006). EMPERICAL ANALYSIS OF GARCH MODELS IN VALUE AT RISK ESTIMATION. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY, 16(2), 180-197. SID. https://sid.ir/paper/560671/en
Vancouver:
CopyMIKE P.S., YU P.. EMPERICAL ANALYSIS OF GARCH MODELS IN VALUE AT RISK ESTIMATION. JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY[Internet]. 2006;16(2):180-197. Available from: https://sid.ir/paper/560671/en
IEEE:
CopyP.S. MIKE, and P. YU, “EMPERICAL ANALYSIS OF GARCH MODELS IN VALUE AT RISK ESTIMATION,” JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY, vol. 16, no. 2, pp. 180–197, 2006, [Online]. Available: https://sid.ir/paper/560671/en