Arı, Yakup - In: Handbook of research on emerging theories, models, and …, (pp. 301-321). 2021
The aim of this chapter is to use volatility data, obtained from Continuous GARCH process, in the ARDL Bounds testing approach. For this purpose, the volatility of financial data is modelled by the Continuous GARCH process which is a generalized solution of Lévy driven stochastic differential...