ANALYSIS OF RELATIVE RETURN BEHAVIOUR OF BORSA ISTANBUL REIT AND BORSA ISTANBUL 100 INDEX
Year of publication: |
2015
|
---|---|
Authors: | AKSOY, Mine ; ULUSOY, Veysel |
Published in: |
Journal for Economic Forecasting. - Institutul de Prognoza Economica. - 2015, 1, p. 107-128
|
Publisher: |
Institutul de Prognoza Economica |
Subject: | calendar anomalies | volatility | abnormal return | GARCH | EGARCH | Borsa Istanbul REITs index | Borsa Istanbul 100 index |
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