Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models  An Application on Turkish Financial Markets

GÖKBULUT RASİM İLKER; PEKKAYA MEHMET

doi:10.5539/ijef.v6n4p23

Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models An Application on Turkish Financial Markets

GÖKBULUT RASİM İLKER,PEKKAYA MEHMET

article (Uluslararası, Hakemli) | Yazar(lar): GÖKBULUT RASİM İLKER,PEKKAYA MEHMET | Yıl: 2014 | Dergi/Kurum: International Journal of Economics and Finance | İndeks: Econlit, Ebscohost | DOI: 10.5539/ijef.v6n4p23 | Anahtar Kelimeler: asymmetric GARCH, volatility, forecasting — Zonguldak Bülent Ecevit Üniversitesi (BEUN