Open AccessVolatility Modeling and Forecasting of Istanbul Gold Exchange (IGE)
Author(s) -
Gaye Gencer,
Zafer Musoğlu
Publication year - 2014
Publication title -
international journal of financial research
Language(s) - English
Resource type - Journals
eISSN - 1923-4031
pISSN - 1923-4023
DOI - 10.5430/ijfr.v5n2p87
Subject(s) - econometrics , volatility (finance) , autoregressive conditional heteroskedasticity , portfolio , economics , gold as an investment , financial economics , realized variance
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom