Volatility and contagion : evidence from the Istanbul stock exchange
Year of publication: |
2004
|
---|---|
Authors: | Alper, C. Emre ; Yılmaz, Kamil |
Published in: |
Economic systems. - Amsterdam [u.a.] : Elsevier, ISSN 0939-3625, ZDB-ID 1072886-7. - Vol. 28.2004, 4, p. 353-367
|
Subject: | Börse | Bourse | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Türkei | Turkey | Asien | Asia | Finanzkrise | Financial crisis | 1992-2001 |
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