A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns
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More about this item
KeywordsGARCH; Volatility Models; Istanbul Stock Exchange; ISE-100;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
StatisticsAccess and download statistics
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