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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
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]
Mouhoudhoire M +9 more
europepmc +1 more source
Bitcoin ve Ons Arasındaki Çok Değişkenli Stokastik Volatilite Aktarımı
Yunus Baydaş, E. Kılıç
semanticscholar +1 more source
Photodegradation of naphthalene-derived particle oxidation products.
Sari Doré F +8 more
europepmc +1 more source
Prévisibilité des rendements excédentaires des actifs financiers: le papier de Bandi et Perron (2008) revisité [PDF]
Lebelon, Dario
core +1 more source

