Time-varying volatility modelling of baltic stock markets [Baltijos vertybinių popierių rinkų nepastovumo modeliavimas]

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

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