From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH
Year of publication: |
2010-11-15
|
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Authors: | Yildirim, Yavuz ; Unal, Gazanfer |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | ISE100 | IMKB100 | GARCH Modeling | COGARCH Modeling | discrete modeling | continuous modeling |
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