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Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets

dc.contributor.authorPekkaya, Mehmet
dc.contributor.authorGÖKBULUT, RASİM İLKER
dc.date.accessioned2021-03-03T13:14:32Z
dc.date.available2021-03-03T13:14:32Z
dc.date.issued2014
dc.identifier.citationGÖKBULUT R. İ. , Pekkaya M., "Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets", International Journal of Economics and Finance, cilt.6, sa.4, ss.23-35, 2014
dc.identifier.othervv_1032021
dc.identifier.otherav_32d7f7d6-c7bb-47bd-bd63-3865d130b5b3
dc.identifier.urihttp://hdl.handle.net/20.500.12627/38483
dc.identifier.urihttp://ccsenet.org/journal/index.php/ijef/article/view/34035/20040
dc.language.isoeng
dc.subjectSosyal Bilimler Genel
dc.subjectSosyal Bilimler (SOC)
dc.subjectSosyal ve Beşeri Bilimler
dc.titleEstimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets
dc.typeMakale
dc.relation.journalInternational Journal of Economics and Finance
dc.contributor.departmentZonguldak Bülent Ecevit Üniversitesi , ,
dc.identifier.volume6
dc.identifier.issue4
dc.identifier.startpage23
dc.identifier.endpage35
dc.contributor.firstauthorID398904


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