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Return and volatility spillovers among CIVETS stock markets

Korkmaz, Turhan; Çevik, Emrah İ.; Atukeren, Erdal - In: Emerging markets review 13 (2012) 2, pp. 230-252

Persistent link: https://www.econbiz.de/10010219488

Volatility spillovers between WTI and Brent spot crude oil prices : an analysis of granger causality in variance patterns over time

Atukeren, Erdal; Çevik, Emrah İsmail; Korkmaz, Turhan - In: Research in international business and finance 56 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013267899

The Comparison of Volatility Forecasting Models in VaR Calculations and Backtesting according to Basel II: An Application on ISE 100 Index

Korkmaz, Turhan; Bostanci, Ahmet - In: Business and Economics Research Journal 2 (2011) 3, pp. 1-1

For determining the Value-at-Risk number with statistical models volatility must be the primary calculation. There are different volatility estimation methods on VaR calculation. The traditional volatility estimation methods are inadequate for modeling “stylized facts” which are often...

Persistent link: https://www.econbiz.de/10009194535