Volatility Shifts and Persistence in Variance Evidence from the Sector Indices of Istanbul Stock Exchange

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ÇAĞLI E. Ç., EVRİM MANDACI P., KAHYAOĞLU H.

International Journal of Economic Sciences and Applied Research, vol.3, no.2, pp.119-140, 2011 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 3 Issue: 2
• Publication Date: 2011
• Journal Name: International Journal of Economic Sciences and Applied Research
• Journal Indexes: EconLit
• Page Numbers: pp.119-140
• Dokuz Eylül University Affiliated: Yes