Open AccessASYMMETRY EFFECT IN DUAL LONG MEMORY: BIST BANK CASE
Author(s) -
Harun Kaya,
İsmail Erkan Çelik
Publication year - 2019
Publication title -
mehmet akif ersoy üniversitesi i̇ktisadi ve i̇dari bilimler fakültesi dergisi
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2149-1658
DOI - 10.30798/makuiibf.516455
Subject(s) - autoregressive fractionally integrated moving average , humanities , psychology , mathematics , physics , long memory , econometrics , philosophy , volatility (finance)