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  • Search: subject:"Risk Analysis and Management"
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Year of publication
Subject
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Financial Modeling 2 M-GARCH 2 Risk Analysis and Management 2 Sector Returns 2 Stock Markets 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Börsenkurs 1 Capital income 1 Correlation 1 Kapitaleinkommen 1 Korrelation 1 Portfolio selection 1 Portfolio-Management 1 Share price 1 Stock market 1 Turkey 1 Türkei 1 Volatility 1 Volatilität 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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GENCER, Hatice Gaye 1 Gencer, Hatice Gaye 1 KILIC, Erdem 1 Kilic, Erdem 1
Published in...
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International Journal of Economics and Financial Issues 1 International journal of economics and financial issues : IJEFI 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns
GENCER, Hatice Gaye; KILIC, Erdem - In: International Journal of Economics and Financial Issues 4 (2014) 1, pp. 170-182
The aim of this research is to expand the literature of market return volatility for the Istanbul Stock Exchange (ISE) sector indices by analyzing the conjoint impact of oil and gold returns and their volatilities. We use both aggregated and disaggregated data in our study which differentiates...
Persistent link: https://www.econbiz.de/10010734371
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Cover Image
Conditional correlations and volatility links among gold, oil and Istanbul Stock Exchange sector returns
Gencer, Hatice Gaye; Kilic, Erdem - In: International journal of economics and financial issues … 4 (2014) 1, pp. 170-182
Persistent link: https://www.econbiz.de/10010520108
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