Volatılıty Spıllover Effect wıth Tıme-Varyıng Parameters Between Bıst100 and Dow-Jones under Dıfferent Regımes

ERER E., ERER D.

The Empirical Economics Letters, vol.17, no.3, pp.339-348, 2018 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Volume: 17 Issue: 3
• Publication Date: 2018
• Journal Name: The Empirical Economics Letters
• Page Numbers: pp.339-348
• Manisa Celal Bayar University Affiliated: Yes