Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
Year of publication: |
2015
|
---|---|
Authors: | Balcilar, Mehmet ; Ozdemir, Zeynel Abidin ; Cakan, Esin |
Published in: |
International Econometric Review (IER). - Ekonometrik Araştırmalar Derneği, ISSN 1308-8815. - Vol. 7.2015, 1, p. 13-33
|
Publisher: |
Ekonometrik Araştırmalar Derneği |
Subject: | Emerging Markets | Random Walk | Structural Breaks | Market Liberalization |
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