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Volatilite Modellerinin Öngörü Performansları: ARCH, GARCH ve SWARCH Karşılaştırması

Akar, Cüneyt (Dokuz Eylül Üniversitesi İşletme Fakültesi, 2007)

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Author
- Akar, Cüneyt (1)
Subject
- volatilite Modelleri, Öngörü Performansı, SWARCH Volatility Models, Forecasting Performance, SWARCH (1)
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Date Issued
- 2007 (1)
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