Essays about: "Buelent Uendes"
Found 1 essay containing the words Buelent Uendes.
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1. Neighbours, but yet different? Scandinavian stock market volatility and its drivers under different regimes. A GARCH-MIDAS approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This study is an initial attempt to investigate the differences and similarities of the stock market volatilities in Scandinavia with respect to their drivers. Using the GARCH-MIDAS (Mixed Data Sampling) framework, this paper evaluates the explanatory value of various variables originating from different areas, covering the period from February 1998 to December 2018. READ MORE
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