Investigating leverage effect on Turkish stock market with ARCH models within two sub-groups

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Demir İ. , Çene E.

İstanbul Üniversitesi İşletme Fakültesi Dergisi, vol.41, no.2, pp.214-226, 2012 (International Refereed University Journal)

• Publication Type: Article / Article
• Volume: 41 Issue: 2
• Publication Date: 2012
• Title of Journal : İstanbul Üniversitesi İşletme Fakültesi Dergisi
• Page Numbers: pp.214-226