Generalized Asymmetric Power ARCH Modeling of National Stock Market Returns


URAL M.

Sosyal ve Ekonomik Araştırmalar Dergisi, vol.12, no.18, pp.575-590, 2009 (Peer-Reviewed Journal)

  • Publication Type: Article / Article
  • Volume: 12 Issue: 18
  • Publication Date: 2009
  • Journal Name: Sosyal ve Ekonomik Araştırmalar Dergisi
  • Journal Indexes: Other Indexes
  • Page Numbers: pp.575-590
  • Dokuz Eylül University Affiliated: Yes