Generalized autoregressive score (gas) model: An applied analysis on the BIST 100 index

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dc.authorscopusid57218793859
dc.contributor.authorKahyaoğlu, Sezer Bozkuş
dc.date.accessioned2022-02-15T16:57:55Z
dc.date.available2022-02-15T16:57:55Z
dc.date.issued2019
dc.departmentBakırçay Üniversitesien_US
dc.description.abstractIn general, volatility has been used as a parameter for measuring risk in the literature. However, there are various approaches to calculate risk. In this work, Generalized Autoregressive Score (GAS) model is introduced as a new technique to calculate down side risk of Borsa Istanbul BIST100 index in order to contribute relevant literature. © Peter Lang GmbH Internationaler Verlag der Wissenschaften Berlin 2019. All rights reserved.en_US
dc.identifier.endpage232en_US
dc.identifier.isbn9783631780572
dc.identifier.isbn9783631779866
dc.identifier.scopus2-s2.0-85112599477en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage217en_US
dc.identifier.urihttps://hdl.handle.net/20.500.14034/305
dc.indekslendigikaynakScopusen_US
dc.institutionauthorKahyaoğlu, Sezer Bozkuş
dc.language.isoenen_US
dc.publisherPeter Lang AGen_US
dc.relation.journalNew Trends in Banking and Financeen_US
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBIST 100 Indexen_US
dc.subjectDown Side Risken_US
dc.subjectGAS Modelen_US
dc.subjectTail Effecten_US
dc.titleGeneralized autoregressive score (gas) model: An applied analysis on the BIST 100 indexen_US
dc.typeBook Chapteren_US

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