ERSİN, Ö. Ö. Et Al. 2022. ARE THE POLICY UNCERTAINTY AND CLI ‘EFFECTIVE’ INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS. Economic Computation and Economic Cybernetics Studies and Research , vol.56, no.1 , 141-158.

ERSİN, Ö. Ö., Gül, M., & Aşik, B., (2022). ARE THE POLICY UNCERTAINTY AND CLI ‘EFFECTIVE’ INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS. Economic Computation and Economic Cybernetics Studies and Research , vol.56, no.1, 141-158.

ERSİN, ÖZGÜR, Mert Gül, And Bekir Aşik. "ARE THE POLICY UNCERTAINTY AND CLI ‘EFFECTIVE’ INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS," Economic Computation and Economic Cybernetics Studies and Research , vol.56, no.1, 141-158, 2022

ERSİN, ÖZGÜR Ö. Et Al. "ARE THE POLICY UNCERTAINTY AND CLI ‘EFFECTIVE’ INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS." Economic Computation and Economic Cybernetics Studies and Research , vol.56, no.1, pp.141-158, 2022

ERSİN, Ö. Ö. Gül, M. And Aşik, B. (2022) . "ARE THE POLICY UNCERTAINTY AND CLI ‘EFFECTIVE’ INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS." Economic Computation and Economic Cybernetics Studies and Research , vol.56, no.1, pp.141-158.

@article{article, author={ÖZGÜR ÖMER ERSİN Et Al. }, title={ARE THE POLICY UNCERTAINTY AND CLI ‘EFFECTIVE’ INDICATORS OF VOLATILITY? GARCH-MIDAS ANALYSIS OF THE G7 STOCK MARKETS}, journal={Economic Computation and Economic Cybernetics Studies and Research}, year=2022, pages={141-158} }