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Makale Tam Makale Ulusal 2018

The volatility spillovers between Turkey and North Africa (ETM) stock markets: VARMA-BEKK GARCH model

Ensar Ağırman, GÜRKAN BOZMA, ALMA BROOK AHMİD

Manas Journal of Social Studies Cilt 7 · 01.07.2018

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Ağırman, E., BOZMA, G., & BROOK AHMİD, A. (2018). The volatility spillovers between Turkey and North Africa (ETM) stock markets: VARMA-BEKK GARCH model. Manas Journal of Social Studies, 7.

BibTeX
@article{agirman2018-105686,
  author = {Ağırman, Ensar and BOZMA, GÜRKAN and BROOK AHMİD, ALMA},
  title = {The volatility spillovers between Turkey and North Africa (ETM) stock markets: VARMA-BEKK GARCH model},
  journal = {Manas Journal of Social Studies},
  year = {2018},
  volume = {7},
  issn = {1694-7215},
  url = {https://akademik.atauni.edu.tr/yayinlar/105686-the-volatility-spillovers-between-turkey-and-north-africa-etm-stock-markets}
}