A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
Year of publication: |
2009
|
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Authors: | Köksal, Bülent |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | GARCH | Volatility Models | Istanbul Stock Exchange | ISE-100 |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Economic and Social Research 11.2(2009): pp. 1-29 |
Classification: | C52 - Model Evaluation and Testing ; G10 - General Financial Markets. General |
Source: |
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