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  1. 10.05.2010

    In this study, both uni-regime GARCH and Markov Regime Switching GARCH (SW-GARCH) models are exam...

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  2. 29.03.2010

    The aim of this study is to compare the performance of the four interest rate models (Vasicek Mod...

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  3. 01.01.2005

    1. Hakan Altun - Gönül Yarasi2. Seda Sayan - Seven Üzülür3. Ayhan Asan - Kirginim Sana4. Hüseyin ...

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