Bildirici, Melike; Oktay, Sadiye - İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi - 2009
In this study, volatility of sock return behavior through a regime-Switching Asymmetric Power GARCH Model (RS-APGARCH) analyses in Istanbul Stock Exchange (ISE), Turkey, during the period of 1988-2006 and show that ISE's asymmetric response and the intensity of this response to good and/or bad...