Zobrazeno 1 - 10
of 27
pro vyhledávání: '"ARCH/GARCH modeli"'
Autor:
Branimir Cvitko Cicvarić
Publikováno v:
Notitia-časopis za ekonomske, poslovne i društvene teme
Volume 6
Issue 1
Volume 6
Issue 1
Many models have been developed to model, estimate and forecast financial time series volatility, amongst which are the most popular autoregressive conditional heteroscedasticity (ARCH) model introduced by Engle (1982) and generalized autoregressive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b75142c2beb3b007ade7b8057c8522a
https://hrcak.srce.hr/247232
https://hrcak.srce.hr/247232
Autor:
Dumrul, Cuneyt1 cdumrul@erciyes.edu.tr, Hulusi Gokalp, Kerem2 keremhgokalp5075@gmail.com
Publikováno v:
Business & Economics Research Journal. 2022, Vol. 13 Issue 1, p11-30. 20p.
Autor:
Çorba, Burçin Şeyda
Tez (doktora) -- Ondokuz Mayıs Üniversitesi, 2017 Libra Kayıt No: 118212 …
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______9773::2702345e63eb16ae0bf869332c664144
http://libra.omu.edu.tr/tezler/118212.pdf
http://libra.omu.edu.tr/tezler/118212.pdf
Autor:
TUMTURK, Oğuz1
Publikováno v:
International Journal of Economic & Administrative Studies. 2019, Issue 23, p80-93. 15p.
Autor:
DELİCE, Güven, TUNCAY, Merve
Publikováno v:
Maliye Dergisi; oca-haz2024, Issue 186, p221-250, 30p
Autor:
SAĞLAM BEZGİN, Müge1 mugesaglam@kmu.edu.tr, KAYA, Ebru2 ebru.kaya.4470@gmail.com
Publikováno v:
Journal of Financial Politic & Economic Reviews / Finans Politik & Ekonomik Yorumlar. mar2022, Vol. 59 Issue 659, p115-133. 19p.
Autor:
KURT, Fatma Esin1 esinkurt@mehmetakif.edu.tr, SENAL, Serpil2 serpilsenal@sdu.edu.tr
Publikováno v:
Journal of Suleyman Demirel University Institute of Social Sciences. 2018, Vol. 32 Issue 1, p314-332. 19p.
Autor:
BİRGİLİ, Erhan1 ebirgili@ssu.edu.tr, ÜÇAY, Kadir2 k.ucay@alparslan.edu.tr, ESEN, Ömer3 o.esen@alparslan.edu.tr
Publikováno v:
Journal of Knowledge Economy & Knowledge Management. Fall2015, Vol. 10 Issue 2, p143-167. 25p.
Autor:
ÖNDER, Kübra1, HATIRLI, Selim Adem2
Publikováno v:
Journal of Yaşar University / Yaşar Üniversitesi E-Dergisi. 2014, Vol. 9 Issue 34, p5851-5869. 19p.
Autor:
ÇAVDAR, Şeyma ÇALIŞKAN1 seymacaliskan@halic.edu.tr, AYDIN, Alev Dilek1 dilekaydin@halic.edu.tr
Publikováno v:
Suleyman Demirel University Journal of Faculty of Economics & Administrative Sciences. 2017, Vol. 22 Issue 3, p697-712. 15p.