Serda Ozturk

Istanbul Bilgi University

Asst. Prof. Dr.

Kustepe, Istanbul, 80310

Turkey

SCHOLARLY PAPERS

2

DOWNLOADS

101

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

A Stochastic Volatility and Leverage: Application to a Panel of S&P Stocks

Number of pages: 16 Posted: 06 May 2012
Serda Ozturk and Jean-Francois Richard
Istanbul Bilgi University and University of Pittsburgh - Department of Economics
Downloads 101 (313,807)

Abstract:

Loading...

stochastic volatility, leverage, importance

2.

The Effect of 2008 Crisis on the Volatility Spillovers Among Six Major Markets

International Review of Finance, Vol. 16, Issue 1, pp. 169-178, 2016
Number of pages: 10 Posted: 03 Mar 2016
K├╝bra Akca and Serda Ozturk
Istanbul Bilgi University and Istanbul Bilgi University
Downloads 0 (782,113)
Citation 1
  • Add to Cart

Abstract:

Loading...