KAMIŞLI, M. Et Al. 2015. Are Volatility Transmissions between Stock Market Returns of Central and Eastern European Countries constant or dynamic Evidence from MGARCH Models. MIBES Transactions , vol.9, no.1 , 77-90.

KAMIŞLI, M., KAMIŞLI, S., & ÖZER, M., (2015). Are Volatility Transmissions between Stock Market Returns of Central and Eastern European Countries constant or dynamic Evidence from MGARCH Models. MIBES Transactions , vol.9, no.1, 77-90.

KAMIŞLI, MELİK, SERAP KAMIŞLI, And MUSTAFA ÖZER. "Are Volatility Transmissions between Stock Market Returns of Central and Eastern European Countries constant or dynamic Evidence from MGARCH Models," MIBES Transactions , vol.9, no.1, 77-90, 2015

KAMIŞLI, MELİK Et Al. "Are Volatility Transmissions between Stock Market Returns of Central and Eastern European Countries constant or dynamic Evidence from MGARCH Models." MIBES Transactions , vol.9, no.1, pp.77-90, 2015

KAMIŞLI, M. KAMIŞLI, S. And ÖZER, M. (2015) . "Are Volatility Transmissions between Stock Market Returns of Central and Eastern European Countries constant or dynamic Evidence from MGARCH Models." MIBES Transactions , vol.9, no.1, pp.77-90.

@article{article, author={MELİK KAMIŞLI Et Al. }, title={Are Volatility Transmissions between Stock Market Returns of Central and Eastern European Countries constant or dynamic Evidence from MGARCH Models}, journal={MIBES Transactions}, year=2015, pages={77-90} }