Forecasting Volatility in ISE-30 stock returns with asymmetric conditional Heteroscedasticity models


AKGÜL Ş. I., Sayyan H.

Symposium of Traditional Finance, İstanbul, Turkey, 5 - 07 May 2005, (Summary Text)

  • Publication Type: Conference Paper / Summary Text
  • City: İstanbul
  • Country: Turkey
  • Marmara University Affiliated: Yes