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 … solution of Lévy driven stochastic differential equation. The impact of the volatility on another variable is analyzed via ARDL … Bounds testing approach that gives the opportunity to analyze the short-run and long-term relation, cointegration between …