Nevruz, E. And Şahin, Ş. 2014. A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets. The 18th International Congress on Insurance: Mathematics and Economics , (Shanghai, China), 141.

Nevruz, E., & Şahin, Ş., (2014). A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets . The 18th International Congress on Insurance: Mathematics and Economics (pp.141). Shanghai, China

Nevruz, EZGİ, And ŞULE ŞAHİN. "A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets," The 18th International Congress on Insurance: Mathematics and Economics, Shanghai, China, 2014

Nevruz, EZGİ And Şahin, ŞULE. "A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets." The 18th International Congress on Insurance: Mathematics and Economics , Shanghai, China, pp.141, 2014

Nevruz, E. And Şahin, Ş. (2014) . "A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets." The 18th International Congress on Insurance: Mathematics and Economics , Shanghai, China, p.141.

@conferencepaper{conferencepaper, author={EZGİ NEVRUZ And author={ŞULE ŞAHİN}, title={A Comparison of the GARCH Models and Extreme Value Theory in terms of Risk Measures for Emerging Markets}, congress name={The 18th International Congress on Insurance: Mathematics and Economics}, city={Shanghai}, country={China}, year={2014}, pages={141} }