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


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