Dependence Analysis of the ISE100 Banking Sector Using Vine Copula
The frequently observed time-varying trends and dependence in recent years within financial markets have been essential for modeling and pricing. This study aims to analyze the dependence structure of banking sector stocks traded on the ISE100 index using time series and regular vine (R-vine) copula...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Istanbul University Press
2023-06-01
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| Series: | İstanbul İktisat Dergisi |
| Subjects: | |
| Online Access: | https://cdn.istanbul.edu.tr/file/JTA6CLJ8T5/E68EA99C09484EC7BB0101A794A3AFB5 |
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