Regime Switching Volatility Models: Analysis of Turkish Stock Market

By Huseyin SENTURK and Mehmet Ali KARADAG

In this study, both uni-regime GARCH and Markov Regime Switching GARCH (SW-GARCH) models are examined to analyze Turkish Stock Market volatility. Various models are investigated to find out whether... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838362780
• ISBN13: 9783838362786
• Release Date: May 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 100 Pages
• Weight: 0.35 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"