Zımni Volatilite Endeksinden Gelişmekte Olan Piyasalara Yönelik Volatilite Yayılma Etkisi

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BDDK Bankacılık ve Finansal Piyasalar Dergisi
Volume:3 Issue:2
Zımni Volatilite Endeksinden Gelişmekte Olan Piyasalara Yönelik Volatilite Yayılma Etkisi

Zımni Volatilite Endeksinden Gelişmekte Olan Piyasalara Yönelik Volatilite Yayılma Etkisi

Authors : Turhan KORKMAZ, Emrah İsmail ÇEVİK

Pages : 87-106

View : 26 | Download : 13

Publication Date : 2009-12-01

Article Type : Other Papers

Abstract :
Keywords : Implied Volatility, Spillover Effect, GJR GARCH Model, Emerging Markets

ORIGINAL ARTICLE URL

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