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VIX Endeksinin BİST30 Endeks ve BİST30 Vadeli İşlem Getirisi Volatilitelerine Etkisinin EGARCH Modeli İle Karşılaştırılması
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References

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  • 2016Volatility Spillover from the Fear Index to Developed and Emerging Markets52 cited
  • 2017BORSA İSTANBUL KURUMSAL YÖNETİM ENDEKSİ (XKURY) İLE KORKU ENDEKSİ (CHICAGO BOARD OPTIONS EXCHANGE VOLATILITY INDEX-VIX) ARASINDAKİ İLİŞKİNİN ANALİZİ36 cited
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  • 2018Volatilite Endeksi (Vıx) ile Gelişmekte Olan Ülke Hisse Senedi Piyasası Endeksleri Arasındaki Engel-Granger Eş-Bütünleşme ve Granger Nedensellik Analizi

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32 cited
  • 2018BİST-100 VE BİST SEKTÖR ENDEKSLERİ İLE VIX ENDEKSİ ARASINDAKİ İLİŞKİSİNİN ANALİZİ32 cited
  • 2019Information Linkages Among BRICS Countries: Empirical Evidence from Implied Volatility Indices27 cited
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