Volatilite değerleme ve tahmini için GARCH modellerinin kullanımı
, 2006 180
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VOLATILITE MACROECONOMIQUE ET INEGALITE EN AMERIQUE LATINE
, 2008 Demián Tupac Panigo
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KRİPTO PARALARIN VOLATİLİTE DÜZEYLERİNİN ASİMETRİK GARCH MODELİ İLE KARŞILAŞTIRILMASI
Letife Özdemir
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Kripto Para Kripto Para Birimleri Arasındaki Getiri Ve Volatilite Yayılımının İncelenmesi
, 2021 Önder BÜBERKÖKÜ
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Bitcoin ve Ons Arasındaki Çok Değişkenli Stokastik Volatilite Aktarımı
, 2022 Yunus BAYDAŞ, Ethem KILIÇ
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, 2020 The aim of this study is to determine the spillover of the Borsa İstanbul Industrial and Financial indexes the period of 14.03.2001-10.08.2018 with the closing and latest indexes. the symmetric and asymmetric states of indexes have been examined by ARCH, GARCH, EGARCH, PARCH and TARCH models.
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Global düzeyde modelden bağımsız sistematik olmayan volatilite ölçümü
, 2021 Returns of the stocks traded in the stock exchange are fluctuating continuously. Investors and portfolio managers determine the expected returns of the financial instruments they hold according to the volatility of the assets. The level of the volatility of financial assets and the time series behavior the volatility entirely affect the investment ...
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[2nd Mayotte en Santé conference - Disadvantaged territories - September 18-20, 2023 - Mayotte]. [PDF]
Med Trop Sante IntMouhoudhoire M +9 more
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SPOT VE VADELİ İŞLEM ENDEKSLERİNDE VOLATİLİTE ETKİLEŞİMİ: BİST 30 ÖRNEĞİ
Melih Kutlu
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Volatilite Modellerinin Öngörü Performanslari: ARCH, GARCH ve SWARCH Karşilaştirmasi (Forecasting Performance Of Volatility Models: Comparison Of Arch, Garch And Swarch) [PDF]
, 2007 Cüneyt Akar
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