Selcuk BAYRACİ, Gazanfer UNAL

CONTINUOUS-TIME GARCH (COGARCH) MODELING OF TURKISH INTEREST RATES

CONTINUOUS-TIME GARCH (COGARCH) MODELING OF TURKISH INTEREST RATES

International Journal of Economics and Finance Studies

2011-Cilt: 3 Sayı: 1

199-208

interest rate models, continuous-time models, stochastic volatility, Lévy process, GARCH , COGARCH

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