[1]
Abdul Halim, N. et al. 2020. Estimation of the Value-at-Risk (VaR) Using the TARCH Model by Considering the Effects of Long Memory in Stock Investments. Operations Research: International Conference Series. 1, 1 (Feb. 2020), 34–43. DOI:https://doi.org/10.47194/orics.v1i1.22.