Open AccessPay Piyasalarında Getiri Volatilitesinin Modellenmesi: BİST -100 İçin Klasik ve Bayesci GARCH Yaklaşımları
Author(s) -
Muhammet Burak Kılıç,
İsmail Çelik,
M. I. Yasef Kaya
Publication year - 2017
Publication title -
business and economics research journal
Language(s) - Turkish
Resource type - Journals
ISSN - 1309-2448
DOI - 10.20409/berj.2017.78
Subject(s) - autoregressive conditional heteroskedasticity , economics , econometrics , volatility (finance)
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