Arife ÖZDEMİR HÖL, Nazlıgül GÜLCAN

Kıymetli Madenlerin Range-Based Realized Volatilite Serileri Arasındaki Asimetrik İlişkiler

Assymetric Relations Between Range-Based Realized Volatility Series of Precious Metals

Alanya Akademik Bakış

2022-Cilt: 6 - Sayı: 3

3215-3236

Kıymetli madenler, Garman-Klass (1980) Range-Based Realized Volatilite, Hacker ve Hatemi-J Boostrap (2006) Nedensellik, Hatemi-J (2012) Asimetrik Nedensellik

Precious metals, Garman-Klass (1980) Range-Based Realized Volatility, Hacker and Hatemi-J Boostrap (2006) Causality, Hatemi-J (2012) Asymmetric Causality

5747