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Group by: Date | Item ID
Jump to: 28091 | 28095 | 30475 | 30839 | 51909 | 65758
Number of items: 6.

28091

Bayraci, Selcuk and UNAL, GAZANFER (2010): Continuous time modeling of interest rates: An empirical study on the Turkish short rate.

28095

Bayraci, Selcuk (2007): Modeling the volatility of FTSE All Share Index Returns.

30475

Bayraci, Selcuk and Ari, Yakup and Yildirim, Yavuz (2011): A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets.

30839

Bayraci, Selcuk (2010): Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry.

51909

Bayraci, Selcuk and Demiralay, Sercan (2013): Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets.

65758

Bayraci, Selcuk (2015): Return, shock and volatility co-movements between the bond markets of Turkey and developed countries.

This list was generated on Wed Jul 8 07:30:20 2020 CEST.
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