An Empirical Investigation of Asymmetric Long Memory and Structural Breaks in the Volatility of Turkish Stock Market

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BALIBEY M., TÜRKYILMAZ S.

International Journal of Business Quantitative Economics and Applied Management Research, vol.3, no.1, pp.24-40, 2016 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 3 Issue: 1
• Publication Date: 2016
• Journal Name: International Journal of Business Quantitative Economics and Applied Management Research
• Page Numbers: pp.24-40
• Bilecik Şeyh Edebali University Affiliated: Yes