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Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS)
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| Published in: | Journal of Research in Economics, Politics & Finance |
|---|---|
| Format: | Online Article RSS Article |
| Published: |
2026
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| Subjects: | |
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| _version_ | 1864030192063741959 |
|---|---|
| collection | WordPress RSS FRELIP Feed Integration |
| container_title | Journal of Research in Economics, Politics & Finance |
| description | |
| discipline_display | Social Sciences |
| discipline_facet | Social Sciences |
| format | Online Article RSS Article |
| genre | Journal Article |
| id | rss_article:15744 |
| institution | FRELIP |
| journal_source_facet | Journal of Research in Economics, Politics & Finance |
| publishDate | 2026 |
| publishDateSort | 2026 |
| record_format | rss_article |
| spellingShingle | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) — — — — — Business and Economics Economics Social Sciences |
| sub_discipline_display | Economics |
| sub_discipline_facet | Economics |
| subject_display | — — — — — Business and Economics Economics Social Sciences — — — — — Business and Economics Economics Social Sciences |
| subject_facet | — — — — — Business and Economics Economics Social Sciences |
| title | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_auth | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_full | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_fullStr | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_full_unstemmed | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_short | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_sort | structural breaks in bist 100 volatility dynamics: an ms-garch analysis of the effectiveness of the volatility based measures system (vbts) |
| topic | — — — — — Business and Economics Economics Social Sciences |
| url | https://dergipark.org.tr/en/pub/epfad/article/1836652%20%20%20%20%20%20%20%20%20%20%20%20%20%20%20%20%20%20%20%20 |