An Analysis of Abnormal Extreme Price Movements Within the Context of Volatility Parameter Shifts: A Case Study of Borsa Istanbul


KAHYAOĞLU S., KAHYAOĞLU H.

in: Financial Landscape Transformation Technological Disruptions, Grima Simon, Kour Manjit, Sood Kiran, Taneja| Sanjay, ÖZEN ERCAN, Editor, Emerald Publishing Limited, pp.37-50, 2024

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2024
  • Publisher: Emerald Publishing Limited
  • Page Numbers: pp.37-50
  • Editors: Grima Simon, Kour Manjit, Sood Kiran, Taneja| Sanjay, ÖZEN ERCAN, Editor
  • Dokuz Eylül University Affiliated: Yes