İMKB Sektör Endeksleri Arasındaki Şok ve Oynaklık Etkisi

Yıl 2010, Cilt: 4 Sayı: 1, 91 - 104, 01.06.2010

Ekin Tokat

Anahtar Kelimeler

Sektör Endeksleri, Oynaklık Yayılımı, Çok Değişkenli GARCH

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

Anahtar Kelimeler

Sector Indexes, Volatility Transmission, Multivariate GARCH

Kaynakça

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