Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data

✍ Scribed by İnkaya, A.; Yolcu Okur, Y.

• Book ID: 123032753
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 452 KB
• Volume: 259
• Category: Article
• ISSN: 0377-0427
• DOI: 10.1016/j.cam.2013.06.024