Browsing by Subject "Garch"
Now showing items 1-1 of 1
-
The behaviour of the Istanbul Stock Exchange Market: An intraday volatility/return analysis approach
(Academic Journals, 2011)This study investigates intraday effects in the Istanbul Stock Exchange (ISE) during the latest period of financial turmoil which began in August 2007 and extended to February 2010. We tested for the possible existence of ...