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- W2149299701 abstract "This paper assesses the presence of seasonal volatility in price indexes where a similar type of pattern has been reported in asset prices in financial markets. The empirical evidence from Turkey for the monthly period from 1987:01 to 2007:05 suggests the presence of seasonality in the conditional variance of inflation. Thus, inferences for the models that do not account for the seasonality in the conditional variance will be misleading." @default.
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- W2149299701 date "2010-05-01" @default.
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- W2149299701 title "Seasonality in Inflation Volatility: Evidence from Turkey" @default.
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- W2149299701 doi "https://doi.org/10.1016/s1514-0326(10)60003-7" @default.
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