Kayral, Ihsan Erdem - 2016
araştırılmıştır. Volatilitelerin elde edilmesinde simetrik modeller olarak ARCH (1), ARCH-M (1), GARCH (1,1) ve GARCH-M (1 … ARCH (1), ARCH-M (1), GARCH (1,1), GARCH-M (1,1) and asymmetric EGARCH (1,1), EGARCH-M (1,1), TARCH (1,1) and TARCH-M (1 …