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Garch ve Yapay Sinir Ağları Modelleri Yardımıyla Volatilite Tahmini: Türk Borsası Örneği
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C. ŞAHİN, "Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange," Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi , vol.25, no.2, pp.572-595, 2023

ŞAHİN, C. 2023. Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange. Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi , vol.25, no.2 , 572-595.

ŞAHİN, C., (2023). Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange. Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi , vol.25, no.2, 572-595.

ŞAHİN, CUMHUR. "Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange," Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi , vol.25, no.2, 572-595, 2023

ŞAHİN, CUMHUR. "Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange." Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi , vol.25, no.2, pp.572-595, 2023

ŞAHİN, C. (2023) . "Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange." Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi , vol.25, no.2, pp.572-595.

@article{article, author={CUMHUR ŞAHİN}, title={Forecasting Volatility with Garch and Artificial Neural Networks: Evidence from Turkish Stock Exchange}, journal={Kastamonu Üniversitesi İktisadi ve İdari Bilimleri Fakültesi Dergisi}, year=2023, pages={572-595} }