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Analysis of volatility feedback and leverage effects on the..:
İnkaya, A.
;
Yolcu Okur, Y.
Journal of Computational and Applied Mathematics. 259 (2014) - p. 377-384 , 2014
Link:
https://doi.org/10.1016/j.cam.2013.06.024
RT Journal T1 <Title>Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2013.06.024&Exemplar=1&LAN=DE A1 İnkaya, A. A1 Yolcu Okur, Y. PB Elsevier BV YR 2014 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 259 SP 377 OP 384 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2013.06.024 DO https://doi.org/10.1016/j.cam.2013.06.024 SF ELIB - SuUB Bremen
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