Estimating and forecasting volatility of financial markets using asymmetric GARCH models : an application on Turkish financial markets
Rasim lker Gökbulut & Mehmet Pekkaya
| Year of publication: |
2014
|
|---|---|
| Authors: | Gökbulut, Rasim lker ; Pekkaya, Mehmet |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 6.2014, 4, p. 23-35
|
| Subject: | asymmetric GARCH | volatility | financial markets | forecasting | BIST | Volatilität | Volatility | ARCH-Modell | ARCH model | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Türkei | Turkey | Börsenkurs | Share price | Wechselkurs | Exchange rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010347758