Yazar "Arı, Yakup" için 2021 - Cilt 5 - Sayı 2 listeleme
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Engle-Granger Cointegration Analysis Between Garch-Type Volatilities of Gold and Silver Returns
Arı, Yakup (2021)The aim of this study is to reveal the cointegration relationship between the volatility of silver and gold returns. For this purpose, the volatility of silver and gold returns is modeled with GARCH-type models. The ...