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Publications by Rasim Ilker Gokbulut

Estimating and Forecasting Volatility of Financial Markets Using Asymmetric GARCH Models: An Application on Turkish Financial Markets

International Journal of Economics and Finance

English

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Estimating Stock Market Volatility Using Asymmetric GARCH Models

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Financial Volatility Forecasting by Least Square Support Vector Machine Based on GARCH, EGARCH and GJR Models: Evidence From ASEAN Stock Markets

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Asymmetric Information and Financial Markets

SSRN Electronic Journal

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Commodity Markets Volatility Transmission: Roles of Risk Perceptions and Uncertainty in Financial Markets

Journal of International Financial Markets, Institutions and Money

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Support Vector Regression Based GARCH Model With Application to Forecasting Volatility of Financial Returns

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Asymmetric GARCH Type Models for Asymmetric Volatility Characteristics Analysis and Wind Power Forecasting

Protection and Control of Modern Power Systems

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Power Technology

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Modeling Volatility in the Stock Markets Using GARCH Models: European Emerging Economies and Turkey

International Journal of Economics and Business Administration

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Modeling Stock Markets’ Volatility Using GARCH Models With Normal, Student’s T and Stable Paretian Distributions

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International Financial Markets

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