GARCH Ailesi Modelleri ve ANN Entegrasyonu ile BİST 100 Endeks Getirisinin Volatilite Tahmini.
| Autor: | Ozbey, Fela1 fozbey@cu.edu.tr, Paksoy, Semin1 spaksoy@cu.edu.tr |
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| Zdroj: | Business & Economics Research Journal. 2020, Vol. 11 Issue 2, p385-396. 12p. |
| Databáze: | Business Source Ultimate |
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