Are Volatility Transmissions between Stock Market Returns of Central and Eastern EuropeanCountries constant or dynamic Evidence from MGARCH Models | AVESİS

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Are Volatility Transmissions between Stock Market Returns of Central and Eastern EuropeanCountries constant or dynamic Evidence from MGARCH Models

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KAMIŞLI M., Serap K., ÖZER M.

10th MIBES’ Conference – Larisa, Greece, October 15th–17th 2015, CD ISBN: 978-960-9510-22-6, 15 - 17 October 2015, (Full Text)

Publication Type: Conference Paper / Full Text
Anadolu University Affiliated: Yes