dc.contributor.author | Aktan, B. | |
dc.contributor.author | Korsakiene, R. | |
dc.contributor.author | Smaliukiene, R. | |
dc.date.accessioned | 2021-01-25T20:51:44Z | |
dc.date.available | 2021-01-25T20:51:44Z | |
dc.date.issued | 2010 | |
dc.identifier | 10.3846/jbem.2010.25 | |
dc.identifier.issn | 16111699 | |
dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-77958594710&doi=10.3846%2fjbem.2010.25&partnerID=40&md5=19c9bd702d1016d1826a3dee48a95b44 | |
dc.identifier.uri | https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10692 | |
dc.description.abstract | As time-varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets. This study also examines the characteristics of conditional volatility in the Baltic Stock M | |
dc.language.iso | English | |
dc.publisher | Journal of Business Economics and Management | |
dc.title | Time-varying volatility modelling of baltic stock markets [Baltijos vertybinių popierių rinkų nepastovumo modeliavimas] | |
dc.type | Article | |
dc.relation.firstpage | 511 | |
dc.relation.lastpage | 532 | |
dc.relation.volume | 11 | |
dc.relation.issue | 3 | |
dc.description.affiliations | Yasar University, Faculty of Economics and Business, Department of Finance, Selcuk Yasar Campus, 35100 Bornova, Izmir, Turkey; Vilnius Gediminas Technical University, Sauletekio al 11, 10223 Vilnius, Lithuania | |