Volatility Shifts and Persistence in Variance: Evidence from the Sector Indices of Istanbul Stock Exchange
The Society for the Study of Emerging Markets Euro Conference 2010, Muğla, Turkey, 16 - 18 July 2010, (Full Text)
- Publication Type: Conference Paper / Full Text
- City: Muğla
- Country: Turkey
- Dokuz Eylül University Affiliated: Yes