R. İ. GÖKBULUT And M. Pekkaya, "Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets," International Journal of Economics and Finance , vol.6, no.4, pp.23-35, 2014
GÖKBULUT, R. İ. And Pekkaya, M. 2014. Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets. International Journal of Economics and Finance , vol.6, no.4 , 23-35.
GÖKBULUT, R. İ., & Pekkaya, M., (2014). Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets. International Journal of Economics and Finance , vol.6, no.4, 23-35.
GÖKBULUT, Rasim, And Mehmet Pekkaya. "Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets," International Journal of Economics and Finance , vol.6, no.4, 23-35, 2014
GÖKBULUT, Rasim İ. And Pekkaya, Mehmet. "Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets." International Journal of Economics and Finance , vol.6, no.4, pp.23-35, 2014
GÖKBULUT, R. İ. And Pekkaya, M. (2014) . "Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets." International Journal of Economics and Finance , vol.6, no.4, pp.23-35.
@article{article, author={Rasim İlker GÖKBULUT And author={Mehmet Pekkaya}, title={Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets}, journal={International Journal of Economics and Finance}, year=2014, pages={23-35} }