Estimating Volatility Transmission in Real Prices of Wheat, Barley, Gasoline, and Exchange Rate in Turkey Using VAR (1) – Asymmetric BEKK – GARCH (1, 1) Model


URAK F., BİLGİÇ A., BOZMA G.

KSÜ Doğa Bilimleri Dergisi, 2018 (ESCI)

  • Publication Type: Article / Article
  • Publication Date: 2018
  • Journal Name: KSÜ Doğa Bilimleri Dergisi
  • Journal Indexes: Emerging Sources Citation Index (ESCI)
  • Bilecik Şeyh Edebali University Affiliated: No