Konu "Volatility Persistency" için Finans ve Bankacılık Bölümü / Banking and Finance Department listeleme
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Are the scaling properties of bull and bear markets identical? Evidence from oil and gold markets
(MDPI AG, 2014)In this study, the scaling properties of the oil and gold return volatilities have been analyzed in the context of bull and bear periods. In the determination of bull and bear turning points, we used the Modified Bry-Boschan ...