Yayın Detay


  • Title : VOLATILITY SPILLOVER BETWEEN FINANCIAL MARKETS: LITERATURE REVIEW

  • First Author : Nurdan DEĞİRMENCİ

  • Authors : -

  • Keywords : Volatility Spillover, GARCH, EGARCH, Asymmetric Effect

  • Basic Area : İşletme-Finans- Ekonometri

  • Page Id : 161-179

  • Rank Id : 10

  • Year : 5

  • Volume : 47

  • DOI : 10.16992/ASOS.12330

  • Yayına Git