Şebnem Er, Neslihan Fidan

Modeling Istanbul Stock Exchange-100 Daily Stock Returns: A Nonparametric Garch Approach

Journal of Business Economics and Finance

2013-Cilt: 2 - Sayı: 1

36-50

ARCH-GARCH modeling, nonparametric GARCH, unit root, ARMA, stock returns, ISE 100.

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