BİST-100 ENDEKSİNDE VOLATİLİTENİN MODELLENMESİ VE ÖNGÖRÜLMESİNDE ARCH MODELLERİ


TAŞPUNAR ALTUNTAŞ S. , Çolak F. D.

İstanbul Management Journal, no.79, pp.208-223, 2015 (International Refereed University Journal)

  • Publication Type: Article / Article
  • Publication Date: 2015
  • Title of Journal : İstanbul Management Journal
  • Page Numbers: pp.208-223