Güzel, Fatih; Acar Boyacioğlu, Melek - In: CES working papers 13 (2021) 1, pp. 50-70
case of Borsa Istanbul. The data set covers the period from 1/2/2009 - 8/11/2020 and consists of daily frequency … observations. In the study, first, the appropriate volatility model for BIST 100 Index, which is the main market index of Borsa … Istanbul, was determined. ARCH, GARCH, T-GARCH and E-GARCH models were tested to estimate the appropriate volatility model …