Open AccessVolatility Spillover between Bist 30 Futures and Spot Markets: A DCC-GARCH Analyses
Author(s) -
Esen Kara,
Adem Anbar,
Özer Arabacı
Publication year - 2022
Publication title -
yönetim bilimleri dergisi
Language(s) - English
Resource type - Journals
eISSN - 2147-9771
pISSN - 1304-5318
DOI - 10.35408/comuybd.827041
Subject(s) - volatility (finance) , futures contract , economics , autoregressive conditional heteroskedasticity , spillover effect , financial economics , portfolio , spot market , econometrics , monetary economics , microeconomics , electricity , electrical engineering , engineering
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