Özdemir, L. Et Al. 2021. Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model. Scientific Annals of Economics and Business , vol.68, no.4 , 405-419.

Özdemir, L., ÖZEN, E., Grima, S., & Romānova, I., (2021). Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model. Scientific Annals of Economics and Business , vol.68, no.4, 405-419.

Özdemir, Letife Et Al. "Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model," Scientific Annals of Economics and Business , vol.68, no.4, 405-419, 2021

Özdemir, Letife Et Al. "Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model." Scientific Annals of Economics and Business , vol.68, no.4, pp.405-419, 2021

Özdemir, L. Et Al. (2021) . "Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model." Scientific Annals of Economics and Business , vol.68, no.4, pp.405-419.

@article{article, author={Letife Özdemir Et Al. }, title={Determining the Return Volatility of Major Stock Markets Before and During the COVID-19 Pandemic by Applying the EGARCH Model}, journal={Scientific Annals of Economics and Business}, year=2021, pages={405-419} }