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BIST City Indexes 1 Day Of The Week Effect 1 EGARCH 1 GARCH 1 Volatility 1
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AŞKIN, Öyküm Esra 1 BÜYÜKLÜ, Ali Hakan 1
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Iktisat Isletme ve Finans 1
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Testing the Calendar Anomalies for BIST City Indexes with Symmetric and Asymmetric GARCH Models
AŞKIN, Öyküm Esra; BÜYÜKLÜ, Ali Hakan - In: Iktisat Isletme ve Finans 29 (2014) 336, pp. 59-82
Except from being an indicator of regional development, city indexes formed in the area of finance by Borsa Istanbul might be a significant guide for investors while deciding on an investment in the relevant city. Due to the fact that the main purpose of these indexes is to monitor the price and...
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