BANKA HİSSELERİNİN ZAMANLA DEĞİŞEN TOPLAM RİSKİNİN SİSTEMATİK ve SİSTEMATİK OLMAYAN RİSK BİLEŞENLERİNE AYRILMASI: AR (p)-DCC-GARCH (p,q) MODELLİNE DAYALI BİR ANALİZ
Author(s) -
Önder BÜBERKÖKÜ
Publication year - 2017
Publication title -
journal of international scientific researches
Language(s) - Turkish
Resource type - Journals
ISSN - 2536-4642
DOI - 10.21733/ibad.2167
Subject(s) - physics , chemistry
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