MODELLING STOCK MARKET VOLATILITY: THE CASE OF BIST-100

The interest for the stock market volatility, considered as a marker of inefficient pricing of stock shares and insufficient functionality of the financial markets, has increased during the recent years. This is evidenced by the increasingly risky nature of stock investments and the stock market d...

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Bibliographic Details
Published in:	Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie
Main Author:	FİLİZ ERYILMAZ
Format:	Article
Language:	English
Published:	Academica Brâncuşi 2015-10-01
Subjects:	Volatility Stock Market Volatility ARCH-GARCH-TARCH- EGARCH Models BIST-100 Turkey
Online Access:	http://www.utgjiu.ro/revista/ec/pdf/2015-05/07_FILIZ.pdf

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