Reexamination of the BIST 100 Stock Price Volatility with Heterogeneous Autoregressive Realized Volatility Models .
| Autor: | EROĞLU, Burak Alparslan1 burak.eroglu@bilgi.edu.tr, İKİZLERLİ, Deniz1 deniz.ikizlerli@bilgi.edu.tr, YENER, Haluk1 haluk.yener@bilgi.edu.tr |
|---|---|
| Zdroj: | Journal of Graduate School of Social Sciences. 2021, Vol. 25 Issue 2, p457-476. 20p. |
| Databáze: | Academic Search Ultimate |
| Externí odkaz: |
|