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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_ | 1868553661555146752 |
|---|---|
| collection | WordPress RSS FRELIP Feed Integration |
| container_title | Journal of Research in Economics, Politics & Finance |
| description | |
| discipline_display | Business and Economics |
| discipline_facet | Business and Economics |
| format | Online Article RSS Article |
| genre | Journal Article |
| id | rss_article:80422 |
| institution | FRELIP |
| journal_source_facet | Journal of Research in Economics, Politics & Finance |
| last_indexed | 2026-06-20T21:40:32.756Z |
| 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 General Business and Economics |
| sub_discipline_display | General |
| sub_discipline_facet | General |
| subject_display | Business and Economics General Business and Economics |
| subject_facet | Business and Economics General Business and Economics |
| title | Structural Breaks in BIST 100 Volatility Dynamics: An MS-GARCH Analysis of the Effectiveness of the Volatility Based Measures System (VBTS) |
| title_alt | Rupturas estructurales en la dinámica de volatilidad del BIST 100: un análisis MS-GARCH de la efectividad del Sistema de Medidas Basadas en la Volatilidad (VBTS) Ruptures structurelles dans la dynamique de volatilité du BIST 100 : une analyse MS-GARCH de l'efficacité du système de mesures basé sur la volatilité (VBTS) Quebras Estruturais na Dinâmica de Volatilidade do BIST 100: Uma Análise MS-GARCH da Eficácia do Sistema de Medidas Baseadas em Volatilidade (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_es_txt | Rupturas estructurales en la dinámica de volatilidad del BIST 100: un análisis MS-GARCH de la efectividad del Sistema de Medidas Basadas en la Volatilidad (VBTS) |
| title_fr_txt | Ruptures structurelles dans la dynamique de volatilité du BIST 100 : une analyse MS-GARCH de l'efficacité du système de mesures basé sur la volatilité (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_pt_txt | Quebras Estruturais na Dinâmica de Volatilidade do BIST 100: Uma Análise MS-GARCH da Eficácia do Sistema de Medidas Baseadas em Volatilidade (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 General Business and Economics |
| 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 |