Volatility modeling and forecasting of Istanbul Gold Exchange (IGE)
Year of publication: |
2014
|
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Authors: | Gencer, Gaye Hatice ; Musoglu, Zafer |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 5.2014, 2, p. 87-101
|
Subject: | gold market | volatility modeling | forecasting | Turkey | Volatilität | Volatility | Gold | Türkei | Prognoseverfahren | Forecasting model | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis |
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