DÖVİZ KURU VOLATİLİTESİNİN DOĞRUSAL VE DOĞRUSAL OLMAYAN YÖNTEMLER İLE İNCELENMESİ

Author:

GÜN Musa

Publisher

Sosyal Bilimler Dergisi, Istanbul Ticaret Universitesi

Subject

General Medicine

Reference60 articles.

1. Abtahi, S. Y., & Amrollahi Bioki, E. (2020). The Dynamics of Exchange Market Pressure and Inflation in Iran: Regime switching Approach. Iranian Journal of Economic Studies, 8(1), 185-206.

2. Adam, T., Benecká, S., & Matějů, J. (2018). Financial stress and its non-linear impact on CEE exchange rates. Journal of Financial Stability, 36, 346-360.

3. Antonakakis, N., & Darby, J. (2013). Forecasting volatility in developing countries’ nominal exchange returns. Applied Financial Economics, 23(21), 1675-1691.

4. Ardia, D., Bluteau, K., Boudt, K., Catania, L., & Trottier, D. A. (2019). Markov-switching GARCH models in R: The MSGARCH package. Journal of Statistical Software, 91(4), 17 Şubat 2020 tarihinde https://cran.r-project.org/web/packages/MSGARCH/index.html adresinden erişildi.

5. Aysoy, C., Balaban, E., Kogar, C., & Ozcan, C. (1996). Daily volatility in the Turkish foreign exchange market. Discussion Papers No. 9625, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

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