Analysis on Runs of Daily Returns in Istanbul Stock Exchange
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References listed on IDEAS
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More about this item
KeywordsStylized Facts; Return Runs; Autocorrelation; Volatility Clustering; Stock Market Efficiency;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-12-06 (All new papers)
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