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"Analysis of volatility feedback and leverage effects on the ISE30 index ..."

A. Inkaya, Yeliz Yolcu-Okur (2014)

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DOI: 10.1016/J.CAM.2013.06.024

access: open

type: Journal Article

metadata version: 2021-02-16

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A. Inkaya, Yeliz Yolcu-Okur:
Analysis of volatility feedback and leverage effects on the ISE30 index using high frequency data. J. Comput. Appl. Math. 259: 377-384 (2014)

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