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Browsing Sosyal Bilimler Enstitüsü by Subject "Linear And Nonlinear Unit Root"

Browsing Sosyal Bilimler Enstitüsü by Subject "Linear And Nonlinear Unit Root"

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  • An analysis of derivative markets efficiency in emerging economies 
    Dönmez, Mehmet Gürhan (2011-08-15)
    In this study, Efficient Market Hypothesis in weak form is applied to futures markets in European Emerging Economies, by testing whether the price series of these markets contain unit root. The hypothesis that futures ...