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Testing weak form market efficiency for emerging economies: a nonlinear approach
Omay, Nazlı Ceylan
(
2010-06-28
)
An alternative mean reversion test for interest rates
İlalan, Deniz
;
Özel, Özgür
(
Central Bank Republic Turkey
,
2018-03
)
Fractional frequency flexible fourier form to approximate smoothbreaks in unit root testing
Omay, Tolga
(
Elsevier Science SA
,
2015-09
)
Nonlinearity of Turkish Credit Default Swap Spreads
İlalan, Deniz
(
2018
)
High persistence and nonlinear behavior in financial variables: A more powerful unit root testing in the estar framework
Omay, Tolga
;
Çorakçı, Ayşegül
;
Hasdemir, Esra
(
2021-10-02
)
Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga
(
2015-09-01
)
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Author
Omay, Tolga (3)
İlalan, Deniz (2)
Hasdemir, Esra (1)
Omay, Nazlı Ceylan (1)
Çorakçı, Ayşegül (1)
Özel, Özgür (1)
Subject
Unit Root (6)
Birim Kök (2)
Fractional Frequency Flexible Fourier Form (2)
Nonlinear Trend (2)
Structural Break (2)
Credit Default Swap Spread (1)
Doğrusal Olmayan Panel UO Test (1)
Doğrusal Olmayan Yapı (1)
ESTAR (1)
Fractional Frequency Fourier Function (1)
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2020 - 2021 (1)
2010 - 2019 (5)
Has File(s)
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