Özsoy, Fehmi; Doğan, Nükhet - In: International Econometric Review (IER) 14 (2022) 1, pp. 1-20
Volatility is a key concept for understanding the dual relationships between the economic variables since it is inversely related to the stability of economies. Many models such as GARCH models have been constructed through time to understand which determinants and conditions can affect the...