BORSA ISTANBUL KURUMSAL YÖNETİM ENDEKSİ'NDE (XKURY) VOLATİLİTENİN ETKİSİ: ARCH, GARCH ve SWARCH MODELLERİ İLE BİR İNCELEME.
Autor: | ÇAVDAR, Şeyma ÇALIŞKAN1 seymacaliskan@halic.edu.tr, AYDIN, Alev Dilek1 dilekaydin@halic.edu.tr |
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Zdroj: | Suleyman Demirel University Journal of Faculty of Economics & Administrative Sciences. 2017, Vol. 22 Issue 3, p697-712. 15p. |
Databáze: | Business Source Ultimate |
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