Browsing TR-Dizin İndeksli Yayınlar Koleksiyonu by Subject "GARCH"
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Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models
(2022)This paper aims to make a comparison between range-based and return-based volatility models. For this purpose, we compare the Conditional Autoregressive Range (CARR) type and Generalized Autoregressive Conditional ...