Hatice Gaye GENCER, Erdem KİLİC

Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns

Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns

International Journal of Economics and Financial Issues

2014-Cilt: 4 Sayı: 1

170-182

Financial Modeling, Risk Analysis and Management, M-GARCH, Stock Markets, Sector Returns

5459