Browsing by Publisher "Türkiye Bankalar Birliği"
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Spot ve Vadeli Piyasa İlişkilerine Markov Rejim Değişim Modelleri Yaklaşımı
(Türkiye Bankalar Birliği, 2017)The financial markets which are observed with fast and frequent fluctuations, have many periods of growth and shrinkages. In this study, Markov Regime Switching Models which explain the switching behaviour between those ...