Open AccessTHE LONG MEMORY BEHAVIOR IN TIME-VARYING BETA: AN EMPIRICAL APPLICATION ON BIST
Author(s) -
Hüseyin Levent Keskin,
İsmail Erkan Çelik
Publication year - 2020
Publication title -
sdü 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