Volatility of Stock Return in ISE in Political Instability Period: Regime-Switching AP-GARCH Test
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KeywordsISE; Volatility; GARCH(1; 1); PGARCH(1; 1); AP-GARCH(1; 1); RSAPGARCH(1; 1);
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G20 - Financial Economics - - Financial Institutions and Services - - - General
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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