Zobrazeno 1 - 2
of 2
pro vyhledávání: '"C. Coskun KUCUKOZMEN"'
Publikováno v:
Borsa Istanbul Review, Vol 22, Iss 1, Pp 92-102 (2022)
The main purpose of this comprehensive study is to determine the optimal hedge ratios and hedging effectiveness of different futures contracts traded on the Borsa Istanbul (BIST), namely the BIST 30 equity index, US dollar–Turkish lira currency fut
Externí odkaz:
https://doaj.org/article/2fc2dafc6b764be384ea2525fe557f74
Autor:
Mert URAL, C. Coskun KUCUKOZMEN
Publikováno v:
Ege Academic Review. 11:19-28
The purpose of this study is to examine the dual long memory properties for five stock market returns by using joint ARFIMA-FIGARCH model and structural break test in context of weak form efficient market hypothesis. The models are estimated by using
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a652c70738c70fc931b9d7ceb7d85923
http://onlinedergi.com/eab/arsiv/arsivDetay.aspx?yil=2011&peryot=5
http://onlinedergi.com/eab/arsiv/arsivDetay.aspx?yil=2011&peryot=5