Open AccessBorsa İstanbul ve Küresel Piyasa Göstergeleri Arasındaki Volatilite Etkileşiminin DCC-GARCH Yöntemi İle Analizi
Author(s) -
Burçay Yaşar Akçalı,
Ebubekir Mollaahmetoğlu,
Erdinç Altay
Publication year - 2019
Publication title -
eskişehir osmangazi üniversitesi i̇ktisadi ve i̇dari bilimler dergisi
Language(s) - Turkish
Resource type - Journals
ISSN - 1306-6730
DOI - 10.17153/oguiibf.472731
Subject(s) - mathematics , autoregressive conditional heteroskedasticity , humanities , art , econometrics , volatility (finance)
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