Estimating The Time-Varying Beta Risk with GARCH and GJR-GARCH Models Under Different Distribution Assumptions
in: Veri Bilimi: anlamak, analiz etmek ve keşfetmek, Doç. Dr. Sadi ELASAN, Editor, BİDGE, Ankara, pp.31-63, 2023
- Publication Type: Book Chapter / Chapter Research Book
- Publication Date: 2023
- Publisher: BİDGE
- City: Ankara
- Page Numbers: pp.31-63
- Editors: Doç. Dr. Sadi ELASAN, Editor
- Ankara University Affiliated: Yes