The effect of news on return volatility and volatility persistence : the Turkish economy during crisis
N. Nihat Solakoglu and Nazmi Demir
| Year of publication: |
2014
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|---|---|
| Authors: | Solakoglu, N. Nihat ; Demir, Nazmi |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 50.2014, 6, p. 249-263
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| Subject: | news arrival | return volatility | Turkey | volatility persistence | Volatilität | Volatility | Türkei | Kapitaleinkommen | Capital income | Ankündigungseffekt | Announcement effect | ARCH-Modell | ARCH model |
| 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/10011339495