Yazar "Bahcivan, Hulusi." için listeleme

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  • Intraday correlation dynamics in Borsa Istanbul using score-driven Kalman filtering 
    Bahcivan, Hulusi. (Thesis (Ph.D.) - Bogazici University. Institute for Graduate Studies in the Social Sciences, 2021., 2021.)
    Studies on intraday conditional correlation dynamics is limited and existing literature mostly depends on classical methodologies that are prone to errors due to unaddressed issues like non-synchronous trading and market ...