Turhan KORKMAZ, Kazım AYDIN

VALUE AT RISK IN EMERGING CURRENCY MARKETS:A CASE STUDY OF TURKISH LIRA

VALUE AT RISK IN EMERGING CURRENCY MARKETS:A CASE STUDY OF TURKISH LIRA

Uluslararası Yönetim İktisat ve İşletme Dergisi

2005-Cilt: 1 - Sayı: 1

21-50

Volatilite, EWMA, GARCH ve yabancı para

Volatility, EWMA, GARCH, VaR, and Currency

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