04.03. Department of Management

Organization name
04.03. Department of Management
Director
City
Ankara
Country
Turkey

OrgUnit's Researchers publications
(Dept/Workgroup Publication)

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Subject:  GARCH option pricing

Results 1-2 of 2 (Search time: 0.002 seconds).

Issue DateTitleAuthor(s)
12021Bank default indicators with volatility clusteringKenç, Turalay ; Çevik, Emrah İsmail; Dibooğlu, Sel
22021Estimating volatility clustering and variance risk premium effects on bank default indicatorsKenç, Turalay ; Çevik, Emrah İsmail