Symmetric and asymmetric volatility: Forecasting the Borsa Istanbul 100 index return volatility
The development of technology and the globalization of financial markets have increased the volatility in financial markets and caused the emergence of risks and uncertainties that have not been previously encountered. Since traditional econometric models cannot fully explain this volatility, nonlin...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2023-03-01
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| Series: | Financial Internet Quarterly |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/fiqf-2023-0005 |