Volatility Dynamics and Market Efficiency in BIST 100: A GARCH and Regime-Switching Approach


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Altemur N., Kandil Göker İ. E.

in: INTERNATIONAL FINANCIAL MARKETS AND VOLATILITY ECONOMIC, GEOPOLITICAL, AND TECHNOLOGICAL PERSPECTIVES, KARACA SÜLEYMAN SERDAR, BAŞCI EŞREF SAVAŞ, Editor, Sakarya University Press, Sakarya, pp.129-146, 2025

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2025
  • Publisher: Sakarya University Press
  • City: Sakarya
  • Page Numbers: pp.129-146
  • Editors: KARACA SÜLEYMAN SERDAR, BAŞCI EŞREF SAVAŞ, Editor
  • Open Archive Collection: AVESIS Open Access Collection
  • Ankara University Affiliated: Yes