FORECASTING OF VOLATILITY IN STOCK EXCHANGE MARKETS BY MS-GARCH APPROACH: AN APPLICATION OF BORSA ISTANBUL

The volatility observed in securities markets has an important influence on the decision making processes of stock market stakeholders. In this study, the volatilities in BIST100 index which represents Borsa Istanbul was analyzed. For this purpose, BIST100 index closing data for the period of 03.01....

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Bibliographic details
Volume: 6
Main Author: KAYA, Abdulkadir
YARBAŞI, İkram Yusuf
Format: Journal Article
Language: English
Place of publication: Ersan Ersoy 06.04.2021
published in: Ekonomi, Politika & Finans Araştırmaları Dergisi Vol. 6; no. 1; pp. 16 - 35
Editor: Ersoy,Ersan
Data of publication: 2021-04-06
ISSN: 2587-151X
Alternate Title: MS-GARCH yaklaşımıyla menkul kıymet piyasalarında volatilite tahmini: Borsa İstanbul uygulaması
Dewey Decimal Classification: 330.5/EKO
Discipline: Economics
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Database: CrossRef
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