Yılın Ayı Etkisi: Ellibeş Adet Borsada GARCH Modellerinden Bulgular

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Aydın İktisat Fakültesi Dergisi
Volume:1 Issue:1
Yılın Ayı Etkisi: Ellibeş Adet Borsada GARCH Modellerinden Bulgular

Yılın Ayı Etkisi: Ellibeş Adet Borsada GARCH Modellerinden Bulgular

Authors : Eleftherios GİOVANİS

Pages : 20-49

View : 20 | Download : 10

Publication Date : 2016-06-01

Article Type : Research Paper

Abstract :
Keywords : Asimetrik GARCH modelleri, Asimetri testleri, Takvim anomalileri etkisi, Ocak etkisi, Yılın ayı etkisi, Mevsimsellik

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