BIST 30 ENDEKSİ VE DOLAR-TL KURU İÇİN FUTURES KONTRATLARA DAYALI OPTİMAL HEDGE RASYOLARININ VE HEDGİNG ETKİNLİĞİNİN İNCELENMESİ: KAPSAMLI BİR ANALİZ
Author(s) -
Önder BÜBERKÖKÜ
Publication year - 2019
Publication title -
finans ekonomi ve sosyal araştırmalar dergisi
Language(s) - Turkish
Resource type - Journals
ISSN - 2602-2486
DOI - 10.29106/fesa.645626
Subject(s) - autoregressive conditional heteroskedasticity , futures contract , mathematics , humanities , economics , econometrics , financial economics , art , volatility (finance)
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