Bahadtin Rüzgar, İsmet Kale

Volatilite Değerleme ve Tahmini Için ARCH ve GARCH Modellerinin Kullanımı

The Use of ARCH and GARCH Models for Estimating and Forecasting Volatility

Kocaeli Üniversitesi Sosyal Bilimler Dergisi

2007-Sayı: 14

78-109

GARCH, EGARCH, GJR, APARCH, IGARCH, FIGARCH, FIAPARCH, FIEGARCH, HYGARCH, ARMA, GED, Skewed-t, Ox, G@RCH

GARCH, EGARCH, GJR, APARCH, IGARCH, FIGARCH, FIAPARCH, FIEGARCH, HYGARCH, ARMA, GED, Skewed-t, Ox, G@RCH

10768