A Research on Long Memory of Volatility and Return in the Gold Market in Turkey

dc.authorid	0000-0002-7193-4148
dc.contributor.author	Türkyılmaz, Serpil
dc.date.accessioned	2021-09-10T12:45:22Z
dc.date.available	2021-09-10T12:45:22Z
dc.date.issued	2020	en_US
dc.department	Fakülteler, Fen Edebiyat Fakültesi, İstatistik ve Bilgisayar Bilimleri Bölümü
dc.description.abstract	In this study, Monthly Weighted Average Gold Price (US $ / ons) of Istanbul Gold Exchange Market for 2005-2018 period in Turkey are used. The volatility in gold prices has been estimated by GARCH type models, the long memory characteristics on the return and the volatility of gold prices have been investigated with ARFIMAFIGARCH type models.	en_US
dc.identifier.endpage	29	en_US
dc.identifier.isbn	978-625-779-574-6
dc.identifier.startpage	15	en_US
dc.identifier.uri	https://hdl.handle.net/11552/1942
dc.institutionauthor	Türkyılmaz, Serpil
dc.language.iso	en
dc.publisher	Akademisyen Kitabevi	en_US
dc.relation.ispartof	Current Economics and Business Studies II
dc.relation.publicationcategory	Kitap Bölümü - Uluslararası	en_US
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	Long Memory	en_US
dc.subject	Volatility	en_US
dc.subject	Gold Market	en_US
dc.title	A Research on Long Memory of Volatility and Return in the Gold Market in Turkey
dc.type	Book Chapter

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