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Açık Erişim@BUU
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Bursa Uludağ Üniversitesi Dergileri
Bursa Uludağ Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi / Uludağ Journal of Economy and Society
2022 Cilt 41 Sayı 2
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Issue Date
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2022-11-12
Türkiye’de Covid 19 döneminde CDS oynaklığı üzerinde BIST100 ve VIX endekslerinin etkilerinin simetrik ve asimetrik koşullu değişen varyans modelleri ile belirlenmesi
Akdamar, Emrah
;
Bursa Uludağ Üniversitesi/Sosyal Bilimler Enstitüsü/Ekonometri Anabilim Dalı.
;
Bursa Uludağ Üniversitesi/İktisadi ve İdari Bilimler Fakültesi/Ekonometri Bölümü/İstatistik Anabilim Dalı.
;
0000-0002-2684-184X
;
0000-0003- 4037-0869
;
Tarkun, Savaş
;
Işığıçok, Erkan
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Akdamar, Emrah
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ARCH-GARCH modelleri
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ARCH-GARCH models
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BIST100
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CDS kredi temerrüt riski
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Oynaklık
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VIX
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Volatility
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2022
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