@article{article_299728, title={Yılın Ayı Etkisi: Ellibeş Adet Borsada GARCH Modellerinden Bulgular}, journal={Aydın İktisat Fakültesi Dergisi}, volume={1}, pages={20–49}, year={2016}, author={Giovanis, Eleftherios}, keywords={Asymmetric GARCH models, Asymmetry Tests, Calendar Effects, January Effect, Month of the Year Effect, Seasonality}, number={1}, publisher={Aydin Adnan Menderes University}