İMKB Sektör Endeksleri Arasındaki Şok ve Oynaklık Etkisi

Year 2010, Volume: 4 Issue: 1, 91 - 104, 01.06.2010

Ekin Tokat

Keywords

Sektör Endeksleri, Oynaklık Yayılımı, Çok Değişkenli GARCH

- Shock and Volatility Interaction Between The Sector Indexes of Istanbul Stock Exchange

Keywords

Sector Indexes, Volatility Transmission, Multivariate GARCH

References

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