Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets


GÖKBULUT R. İ. , Pekkaya M.

International Journal of Economics and Finance, vol.6, no.4, pp.23-35, 2014 (Refereed Journals of Other Institutions)

  • Publication Type: Article / Article
  • Volume: 6 Issue: 4
  • Publication Date: 2014
  • Title of Journal : International Journal of Economics and Finance
  • Page Numbers: pp.23-35