THE LONG MEMORY BEHAVIOR IN TIME-VARYING BETA: AN EMPIRICAL APPLICATION ON BIST
Author(s) -
H. Keskin,
İsmail ÇELİK
Publication year - 2020
Publication title -
süleyman demirel üniversitesi vizyoner dergisi
Language(s) - English
Resource type - Journals
ISSN - 1308-9552
DOI - 10.21076/vizyoner.733976
Subject(s) - beta (programming language) , long memory , stock exchange , econometrics , benchmark (surveying) , statistics , mathematics , economics , computer science , finance , geography , cartography , volatility (finance) , programming language
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