Open AccessAn Assessment of Volatility Models: A Case Study for Borsa Istanbul (BIST)
Author(s) -
Cantürk Kayahan,
Tuğrul Kandemir,
Ender Baykut,
Cahit Memiş
Publication year - 2015
Publication title -
archives of business research
Language(s) - English
Resource type - Journals
ISSN - 2054-7404
DOI - 10.14738/abr.32.1054
Subject(s) - volatility (finance) , econometrics , autoregressive conditional heteroskedasticity , ewma chart , stochastic volatility , forward volatility , economics , volatility swap , implied volatility , realized variance , financial economics , computer science , process (computing) , control chart , operating system