@article{THSP_2018_23_2_a0, author = {N. Alemohammad}, title = {Value at risk forecasting of gold price: a comparison between the {GARCH} and {LST-GARCH} models}, journal = {Teori\^a slu\v{c}ajnyh processov}, pages = {1--6}, publisher = {mathdoc}, volume = {23}, number = {2}, year = {2018}, language = {en}, url = {http://geodesic.mathdoc.fr/item/THSP_2018_23_2_a0/} }