Open AccessVolatility of BIST 100 Returns After 2020, Calendar Anomalies and Covid-19 Effect - 2020 Sonrası BIST 100 Getiri Volatilitesi, Takvim Anomalileri ve Kovid-19 Etkisi
Author(s) -
Ali Kemal Çelik
Publication year - 2021
Publication title -
bddk bankacılık ve finansal piyasalar dergisi
Language(s) - English
Resource type - Journals
eISSN - 1307-5705
pISSN - 1307-945X
DOI - 10.46520/bddkdergisi.986643
Subject(s) - volatility (finance) , covid-19 , leverage effect , leverage (statistics) , econometrics , economics , financial economics , monetary economics , business , autoregressive conditional heteroskedasticity , statistics , medicine , mathematics , disease , pathology , infectious disease (medical specialty)