Modelling volatility of the gold prices by using generalized autoregressive conditional heteroscedasticity method : the case of Turkey
Volkan Alptekin; Burcu Guvenek; Melek Acar Boyacioglu
| Year of publication: |
2010
|
|---|---|
| Authors: | Alptekin, Volkan ; Guvenek, Burcu ; Acar Boyacioglu, Melek |
| Published in: |
Journal of academic research in economics. - Constanta, ISSN 2066-0855, ZDB-ID 2585685-6. - Vol. 2.2010, 2, p. 197-212
|
| Subject: | Gold | Preis | Price | Volatilität | Volatility | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Türkei | Turkey | 1995-2010 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009573112