Analysis of Istanbul Stock Market Returns Volatility with ARCH and GARCH Models

In today’s world where globalization is intensely experienced, differences in risk perception, developments in capital markets, and the negativities faced in the markets due to uncertainty are very important when researching the structures of the stock markets, and therefore determining current vola...

Full description

Saved in:
Bibliographic Details
Main Author: İpek M. Yurttagüler
Format: Article
Language:English
Published: Istanbul University Press 2024-07-01
Series:İstanbul İktisat Dergisi
Subjects:
Online Access:https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/2EDE1A692700406EB0AC0576919F0C93
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items